+13.6%
KMB vs CHD
+30.9%
-17.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.6% | +1.5% | +2.3% |
| 7D | +0.4% | +6.9% | -6.6% | -4.1% |
| 30D | +14.0% | +17.1% | -3.1% | +2.7% |
| 3M | -1.3% | +9.1% | -10.4% | -7.0% |
| 6M | +16.7% | +21.4% | -4.7% | +3.2% |
| YTD | +12.0% | +34.9% | -22.9% | -2.7% |
| 1Y | +13.6% | +31.0% | -17.4% | +0.4% |
| All | +13.6% | +30.9% | -17.3% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling