-1.3%
KMB vs CHRW
+58.8%
-60.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +0.9% | +7.3% | -6.4% | +0.2% |
| 30D | +10.1% | -3.6% | +13.7% | +10.3% |
| 3M | 0.0% | -9.6% | +9.6% | +0.7% |
| 6M | +15.7% | -17.0% | +32.7% | +16.8% |
| YTD | +12.6% | -15.4% | +28.1% | +12.7% |
| 1Y | +10.1% | -10.0% | +20.1% | +9.3% |
| 3Y | +2.1% | +82.2% | -80.0% | -8.2% |
| All | -1.3% | +58.8% | -60.1% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling