+37.8%
KMB vs CRS
+882.2%
-844.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.2% | -1.8% |
| 7D | +0.1% | +4.4% | -4.3% | -0.2% |
| 30D | +10.2% | -19.1% | +29.4% | +11.1% |
| 3M | +1.5% | -43.2% | +44.7% | +4.2% |
| 6M | +16.6% | -28.9% | +45.5% | +18.0% |
| YTD | +12.1% | -3.0% | +15.0% | +11.3% |
| 1Y | +11.1% | -5.3% | +16.4% | +10.4% |
| 3Y | +1.9% | +363.5% | -361.6% | -9.7% |
| 5Y | -1.3% | +858.2% | -859.4% | -17.9% |
| 10Y | +37.8% | +862.9% | -825.1% | +6.8% |
| All | +37.8% | +882.2% | -844.5% | +6.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling