-5.6%
KMB vs CHRW
+78.9%
-84.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.7% |
| 7D | -3.0% | -1.4% | -1.6% | -2.9% |
| 30D | -5.5% | -3.5% | -2.0% | -5.2% |
| 3M | +14.0% | -19.4% | +33.4% | +15.4% |
| 6M | +4.1% | -21.4% | +25.5% | +5.3% |
| YTD | +8.0% | -7.1% | +15.2% | +7.3% |
| 1Y | -13.7% | +17.8% | -31.6% | -16.4% |
| All | -5.6% | +78.9% | -84.5% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling