+87.9%
KMB vs CNH
+32.2%
+55.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -2.1% |
| 7D | +0.5% | -1.7% | +2.2% | +0.6% |
| 30D | +12.4% | -7.2% | +19.6% | +13.1% |
| 3M | +1.0% | +6.5% | -5.6% | 0.0% |
| 6M | +12.1% | +7.9% | +4.3% | +10.7% |
| YTD | +11.6% | +26.6% | -15.0% | +8.2% |
| 1Y | +13.1% | +13.8% | -0.6% | +10.7% |
| 3Y | +1.6% | +9.2% | -7.6% | -1.3% |
| 5Y | -0.3% | -15.6% | +15.3% | -1.9% |
| 10Y | +37.9% | +119.2% | -81.3% | +13.4% |
| All | +87.9% | +32.2% | +55.7% | +60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling