+1,782.5%
KMB vs CHD
+10,220.8%
-8,438.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.0% | -2.7% | -0.4% | -2.2% |
| 30D | -5.5% | -4.6% | -0.9% | -4.1% |
| 3M | +14.0% | +5.0% | +9.0% | +12.4% |
| 6M | +4.1% | -3.2% | +7.3% | +5.2% |
| YTD | +8.0% | +18.6% | -10.6% | +2.6% |
| 1Y | -13.7% | +4.8% | -18.6% | -15.0% |
| 3Y | -5.9% | +6.1% | -12.1% | -7.8% |
| 5Y | -8.6% | +24.0% | -32.6% | -14.5% |
| 10Y | +17.3% | +124.5% | -107.2% | -5.9% |
| All | +1,782.5% | +10,220.8% | -8,438.3% | +644.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling