-21.7%
KMB vs CHYM
-19.7%
-2.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.9% | -11.0% | -4.0% |
| 7D | -8.6% | +3.4% | -12.0% | -8.5% |
| 30D | -7.5% | +12.0% | -19.5% | -7.3% |
| 3M | -0.6% | +102.4% | -103.0% | +0.6% |
| 6M | -1.5% | +52.7% | -54.2% | -1.0% |
| YTD | +1.6% | +37.3% | -35.7% | +1.9% |
| 1Y | -20.8% | +42.2% | -63.0% | -19.8% |
| All | -21.7% | -19.7% | -2.1% | -21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling