+3.7%
KMB vs CRS
+354.4%
-350.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -1.1% |
| 7D | +6.0% | +0.2% | +5.8% | +6.0% |
| 30D | +13.5% | -22.9% | +36.4% | +13.3% |
| 3M | +3.8% | -46.8% | +50.6% | +3.9% |
| 6M | +15.6% | -30.4% | +46.0% | +15.1% |
| YTD | +14.0% | -5.4% | +19.4% | +13.7% |
| 1Y | +12.9% | -9.0% | +21.9% | +12.6% |
| 3Y | +3.7% | +352.2% | -348.4% | +0.3% |
| All | +3.7% | +354.4% | -350.7% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling