-10.9%
KMB vs CRS
+1,394.1%
-1,405.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -1.8% |
| 7D | -2.7% | -3.1% | +0.3% | -2.6% |
| 30D | -5.0% | -19.6% | +14.6% | -4.2% |
| 3M | +6.6% | -8.1% | +14.6% | +6.7% |
| 6M | +1.0% | +18.6% | -17.6% | -0.1% |
| YTD | +6.0% | +45.9% | -39.9% | +4.1% |
| 1Y | -16.6% | +82.5% | -99.1% | -18.8% |
| 3Y | -8.6% | +648.9% | -657.5% | -19.7% |
| 5Y | -10.9% | +1,438.1% | -1,449.0% | -25.7% |
| All | -10.9% | +1,394.1% | -1,405.0% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling