+1,886.5%
KMB vs CRS
+6,329.0%
-4,442.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.8% |
| 7D | +6.0% | +0.2% | +5.8% | +6.0% |
| 30D | +13.5% | -22.9% | +36.4% | +15.7% |
| 3M | +3.8% | -46.8% | +50.6% | +9.4% |
| 6M | +15.6% | -30.4% | +46.0% | +18.5% |
| YTD | +14.0% | -5.4% | +19.4% | +13.2% |
| 1Y | +12.9% | -9.0% | +21.9% | +12.4% |
| 3Y | +3.7% | +352.2% | -348.4% | -13.8% |
| 5Y | -0.1% | +852.2% | -852.3% | -24.6% |
| 10Y | +41.1% | +862.6% | -821.5% | -1.0% |
| All | +1,886.5% | +6,329.0% | -4,442.5% | +736.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling