-21.9%
KMB vs CHYM
-24.0%
+2.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.2% | -0.3% |
| 7D | -7.7% | -2.9% | -4.8% | -7.7% |
| 30D | -8.2% | +3.0% | -11.2% | -8.1% |
| 3M | -1.9% | +98.7% | -100.6% | -0.7% |
| 6M | -0.7% | +46.4% | -47.1% | -0.2% |
| YTD | +1.4% | +29.8% | -28.4% | +1.5% |
| 1Y | -19.1% | +40.5% | -59.6% | -18.1% |
| All | -21.9% | -24.0% | +2.1% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling