+41.1%
KMB vs CNH
+107.8%
-66.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.3% | -0.6% |
| 7D | +6.0% | +4.5% | +1.5% | +5.5% |
| 30D | +13.5% | +7.6% | +5.9% | +12.6% |
| 3M | +3.8% | +17.0% | -13.2% | +1.9% |
| 6M | +15.6% | +12.9% | +2.6% | +13.7% |
| YTD | +14.0% | +34.3% | -20.2% | +10.1% |
| 1Y | +12.9% | +28.5% | -15.6% | +9.5% |
| 3Y | +3.7% | +31.9% | -28.1% | -0.8% |
| 5Y | -0.1% | -9.6% | +9.5% | -2.2% |
| 10Y | +41.1% | +106.3% | -65.1% | +21.1% |
| All | +41.1% | +107.8% | -66.7% | +21.1% |
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