+14.7%
KMB vs CHD
+123.8%
-109.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.3% |
| 7D | -8.6% | -4.2% | -4.4% | -6.3% |
| 30D | -7.5% | -7.6% | 0.0% | -3.2% |
| 3M | -0.6% | -1.6% | +1.0% | +0.3% |
| 6M | -1.5% | -6.3% | +4.8% | +2.2% |
| YTD | +1.6% | +14.6% | -13.0% | -6.2% |
| 1Y | -20.8% | +1.6% | -22.4% | -21.8% |
| 3Y | -12.4% | +3.1% | -15.5% | -15.0% |
| 5Y | -12.9% | +21.1% | -34.0% | -24.2% |
| 10Y | +14.7% | +128.6% | -113.9% | -31.4% |
| All | +14.7% | +123.8% | -109.1% | -31.4% |
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 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