+94.1%
CRH vs KMB
-13.1%
+107.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.4% | +1.1% |
| 7D | -6.1% | -6.5% | +0.4% | -4.4% |
| 30D | -9.3% | -8.8% | -0.5% | -7.1% |
| 3M | -15.2% | -2.2% | -13.0% | -14.6% |
| 6M | -14.2% | +0.7% | -14.9% | -14.3% |
| YTD | -28.3% | +1.0% | -29.3% | -28.4% |
| 1Y | -21.8% | -20.3% | -1.5% | -18.0% |
| 3Y | +71.6% | -13.3% | +84.9% | +71.6% |
| All | +94.1% | -13.1% | +107.2% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling