+1.6%
KMB vs CNH
+7.0%
-5.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -2.0% |
| 7D | +0.5% | -1.7% | +2.2% | +0.6% |
| 30D | +12.4% | -7.2% | +19.6% | +12.9% |
| 3M | +1.0% | +6.5% | -5.6% | +0.2% |
| 6M | +12.1% | +7.9% | +4.3% | +11.0% |
| YTD | +11.6% | +26.6% | -15.0% | +9.3% |
| 1Y | +13.1% | +13.8% | -0.6% | +11.4% |
| 3Y | +1.6% | +9.2% | -7.6% | +0.5% |
| All | +1.6% | +7.0% | -5.5% | +0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling