-14.8%
KMB vs CNH
+29.2%
-44.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.0% | -6.8% | -3.1% |
| 7D | -4.2% | +23.3% | -27.5% | -6.1% |
| 30D | -6.6% | +33.5% | -40.1% | -9.2% |
| 3M | +12.6% | +32.7% | -20.1% | +9.3% |
| 6M | +2.9% | +22.2% | -19.3% | -0.5% |
| YTD | +6.8% | +57.7% | -50.9% | +3.3% |
| 1Y | -14.8% | +28.0% | -42.7% | -16.5% |
| All | -14.8% | +29.2% | -44.0% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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