+38.7%
KMB vs CHRW
+131.6%
-93.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.9% | +0.3% | +2.8% |
| 7D | +3.4% | +0.2% | +3.2% | +3.3% |
| 30D | +14.7% | -9.4% | +24.1% | +16.1% |
| 3M | +3.3% | -13.3% | +16.5% | +4.9% |
| 6M | +16.8% | -24.2% | +41.0% | +20.1% |
| YTD | +15.2% | -18.9% | +34.1% | +16.3% |
| 1Y | +13.3% | -12.4% | +25.7% | +12.9% |
| 3Y | +5.4% | +72.2% | -66.8% | -8.0% |
| 5Y | +2.7% | +53.4% | -50.7% | -10.0% |
| 10Y | +38.7% | +127.0% | -88.3% | +12.5% |
| All | +38.7% | +131.6% | -93.0% | +12.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling