+1,844.7%
KMB vs CHD
+11,349.8%
-9,505.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.3% |
| 7D | +0.5% | +2.0% | -1.5% | -0.1% |
| 30D | +12.4% | +13.0% | -0.6% | +8.3% |
| 3M | +1.0% | +6.1% | -5.1% | -0.8% |
| 6M | +12.1% | +15.9% | -3.7% | +7.3% |
| YTD | +11.6% | +31.6% | -20.0% | +2.8% |
| 1Y | +13.1% | +28.5% | -15.4% | +4.9% |
| 3Y | +1.6% | +30.5% | -28.9% | -6.3% |
| 5Y | -0.3% | +30.7% | -31.0% | -8.3% |
| 10Y | +37.9% | +184.2% | -146.3% | +4.0% |
| All | +1,844.7% | +11,349.8% | -9,505.0% | +645.3% |
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