+11.1%
KMB vs CNH
+31.1%
-20.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -0.6% |
| 6M | +16.6% | +15.0% | +1.7% | +14.3% |
| YTD | +12.1% | +36.8% | -24.7% | +8.6% |
| 1Y | +11.1% | +27.6% | -16.6% | +8.2% |
| All | +11.1% | +31.1% | -20.0% | +8.2% |
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