-9.1%
KMB vs CHD
+24.3%
-33.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.0% | -2.7% | -0.4% | -1.5% |
| 30D | -5.5% | -4.6% | -0.9% | -2.9% |
| 3M | +14.0% | +5.0% | +9.0% | +10.9% |
| 6M | +4.1% | -3.2% | +7.3% | +5.8% |
| YTD | +8.0% | +18.6% | -10.6% | -2.0% |
| 1Y | -13.7% | +4.8% | -18.6% | -16.2% |
| 3Y | -5.9% | +6.1% | -12.1% | -9.7% |
| All | -9.1% | +24.3% | -33.4% | -24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling