+38.3%
KMB vs CHD
+196.1%
-157.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.2% |
| 7D | +0.9% | +3.6% | -2.7% | -1.2% |
| 30D | +10.1% | +10.4% | -0.3% | +3.9% |
| 3M | 0.0% | +12.2% | -12.1% | -6.5% |
| 6M | +15.7% | +19.9% | -4.2% | +4.0% |
| YTD | +12.6% | +36.4% | -23.8% | -6.3% |
| 1Y | +10.1% | +35.1% | -25.0% | -8.0% |
| 3Y | +2.1% | +29.2% | -27.0% | -13.0% |
| 5Y | -0.7% | +33.4% | -34.1% | -18.4% |
| All | +38.3% | +196.1% | -157.8% | -28.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling