+460.7%
KMB vs CHRW
+4,173.0%
-3,712.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.8% |
| 7D | -3.0% | -1.4% | -1.6% | -2.8% |
| 30D | -5.5% | -3.5% | -2.0% | -5.0% |
| 3M | +14.0% | -19.4% | +33.4% | +17.1% |
| 6M | +4.1% | -21.4% | +25.5% | +7.1% |
| YTD | +8.0% | -7.1% | +15.2% | +7.8% |
| 1Y | -13.7% | +17.8% | -31.6% | -17.3% |
| 3Y | -5.9% | +78.8% | -84.7% | -16.8% |
| 5Y | -8.6% | +83.5% | -92.1% | -20.5% |
| 10Y | +17.3% | +160.2% | -143.0% | -5.4% |
| All | +460.7% | +4,173.0% | -3,712.3% | +199.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling