+5,984.3%
CRH vs KMB
+1,705.5%
+4,278.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | -4.8% | -7.7% | +2.9% | -2.9% |
| 30D | -13.1% | -8.2% | -4.9% | -11.3% |
| 3M | -12.0% | -1.9% | -10.1% | -11.6% |
| 6M | -16.9% | -0.7% | -16.2% | -16.8% |
| YTD | -29.0% | +1.4% | -30.3% | -29.3% |
| 1Y | -20.3% | -19.1% | -1.2% | -16.6% |
| 3Y | +69.2% | -12.6% | +81.8% | +71.9% |
| 5Y | +94.6% | -12.7% | +107.3% | +96.9% |
| 10Y | +250.3% | +14.5% | +235.8% | +227.9% |
| All | +5,984.3% | +1,705.5% | +4,278.8% | +5,190.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling