-20.3%
KMB vs CHYM
+42.5%
-62.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.3% |
| 7D | -6.5% | -2.3% | -4.2% | -6.5% |
| 30D | -8.8% | +4.4% | -13.2% | -8.7% |
| 3M | -2.2% | +91.3% | -93.5% | -1.3% |
| 6M | +0.7% | +44.0% | -43.3% | +0.9% |
| YTD | +1.0% | +31.1% | -30.1% | +0.9% |
| 1Y | -20.3% | +37.8% | -58.2% | -19.2% |
| All | -20.3% | +42.5% | -62.9% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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