+91.4%
KMB vs CNH
+28.6%
+62.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.9% | +5.5% | +1.9% |
| 7D | +0.4% | -0.4% | +0.8% | +0.4% |
| 30D | +14.1% | -15.2% | +29.4% | +15.9% |
| 3M | -0.5% | +4.3% | -4.8% | -1.3% |
| 6M | +16.6% | +10.1% | +6.5% | +14.8% |
| YTD | +13.7% | +23.2% | -9.5% | +10.5% |
| 1Y | +16.1% | +8.5% | +7.6% | +14.1% |
| 3Y | +4.7% | +4.1% | +0.6% | +2.2% |
| 5Y | +1.5% | -17.8% | +19.4% | +0.2% |
| 10Y | +40.5% | +113.3% | -72.8% | +15.8% |
| All | +91.4% | +28.6% | +62.8% | +64.0% |
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