+37.8%
KMB vs CHD
+196.6%
-158.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.9% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +10.2% | +12.2% | -2.0% | +3.0% |
| 3M | +1.5% | +9.3% | -7.9% | -3.8% |
| 6M | +16.6% | +24.3% | -7.6% | +2.7% |
| YTD | +12.1% | +34.9% | -22.8% | -6.1% |
| 1Y | +11.1% | +32.7% | -21.6% | -6.2% |
| 3Y | +1.9% | +29.4% | -27.5% | -13.3% |
| 5Y | -1.3% | +31.7% | -33.0% | -18.3% |
| 10Y | +37.8% | +191.7% | -153.9% | -28.3% |
| All | +37.8% | +196.6% | -158.8% | -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