+18.0%
KMB vs CNH
+165.6%
-147.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.0% | -5.6% | -2.0% |
| 7D | -3.0% | +23.3% | -26.3% | -5.0% |
| 30D | -5.5% | +33.5% | -38.9% | -8.1% |
| 3M | +14.0% | +32.7% | -18.7% | +10.7% |
| 6M | +4.1% | +22.2% | -18.1% | +1.6% |
| YTD | +8.0% | +57.7% | -49.6% | +3.0% |
| 1Y | -13.7% | +28.0% | -41.7% | -16.3% |
| 3Y | -5.9% | +11.5% | -17.5% | -8.4% |
| 5Y | -8.6% | +11.9% | -20.5% | -12.4% |
| All | +18.0% | +165.6% | -147.6% | -6.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling