-0.6%
KMB vs CHRW
+49.0%
-49.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.6% |
| 7D | +0.5% | +0.6% | -0.1% | +0.3% |
| 30D | +12.4% | -7.3% | +19.7% | +13.1% |
| 3M | +1.0% | -14.2% | +15.2% | +2.2% |
| 6M | +12.1% | -25.1% | +37.2% | +14.4% |
| YTD | +11.6% | -21.2% | +32.8% | +12.4% |
| 1Y | +13.1% | -14.2% | +27.3% | +12.7% |
| 3Y | +1.6% | +63.5% | -61.9% | -7.6% |
| All | -0.6% | +49.0% | -49.5% | -8.1% |
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