-20.8%
KMB vs CHRW
+21.7%
-42.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.1% |
| 7D | -8.6% | +4.1% | -12.7% | -8.9% |
| 30D | -7.5% | +1.9% | -9.4% | -7.7% |
| 3M | -0.6% | -21.2% | +20.5% | +0.4% |
| 6M | -1.5% | -16.7% | +15.1% | -1.4% |
| YTD | +1.6% | -5.4% | +7.0% | -1.2% |
| 1Y | -20.8% | +21.2% | -42.0% | -26.3% |
| All | -20.8% | +21.7% | -42.5% | -26.3% |
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