+37.8%
KMB vs CNH
+113.9%
-76.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -1.9% |
| 7D | +0.1% | +6.7% | -6.6% | -0.6% |
| 30D | +10.2% | +7.2% | +3.0% | +9.4% |
| 3M | +1.5% | +17.5% | -16.0% | -0.4% |
| 6M | +16.6% | +15.0% | +1.7% | +14.5% |
| YTD | +12.1% | +36.8% | -24.7% | +8.0% |
| 1Y | +11.1% | +27.6% | -16.6% | +7.7% |
| 3Y | +1.9% | +34.3% | -32.4% | -2.7% |
| 5Y | -1.3% | -12.2% | +11.0% | -2.9% |
| 10Y | +37.8% | +113.9% | -76.1% | +17.6% |
| All | +37.8% | +113.9% | -76.1% | +17.6% |
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