+13.6%
KMB vs CRS
-3.8%
+17.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.6% | +5.7% | +4.2% |
| 7D | +0.4% | +4.3% | -4.0% | +0.3% |
| 30D | +14.0% | -25.5% | +39.5% | +14.4% |
| 3M | -1.3% | -48.7% | +47.4% | +1.3% |
| 6M | +16.7% | -31.6% | +48.3% | +15.3% |
| YTD | +12.0% | -7.0% | +19.0% | +8.7% |
| 1Y | +13.6% | -4.5% | +18.1% | +10.0% |
| All | +13.6% | -3.8% | +17.4% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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