-14.8%
KMB vs CHRW
+16.7%
-31.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -2.8% |
| 7D | -4.2% | -1.8% | -2.4% | -4.1% |
| 30D | -6.6% | -3.9% | -2.7% | -6.3% |
| 3M | +12.6% | -19.7% | +32.4% | +13.6% |
| 6M | +2.9% | -21.7% | +24.6% | +3.4% |
| YTD | +6.8% | -7.5% | +14.3% | +4.1% |
| 1Y | -14.8% | +17.3% | -32.1% | -19.8% |
| All | -14.8% | +16.7% | -31.5% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 1y: compounded portfolio wealth divided by compounded CHRW 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…
1y analysis · Full analysis span regression · 6 months rolling