+3.7%
KMB vs CNH
+31.3%
-27.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.3% | -0.7% |
| 7D | +6.0% | +4.5% | +1.5% | +5.6% |
| 30D | +13.5% | +7.6% | +5.9% | +12.8% |
| 3M | +3.8% | +17.0% | -13.2% | +2.2% |
| 6M | +15.6% | +12.9% | +2.6% | +14.0% |
| YTD | +14.0% | +34.3% | -20.2% | +11.1% |
| 1Y | +12.9% | +28.5% | -15.6% | +10.2% |
| 3Y | +3.7% | +31.9% | -28.1% | +3.3% |
| All | +3.7% | +31.3% | -27.6% | +3.3% |
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 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