+1,862.7%
KMB vs CRS
+6,203.6%
-4,340.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.8% | +2.3% |
| 7D | +0.9% | +4.8% | -3.8% | +0.5% |
| 30D | +10.1% | -23.2% | +33.3% | +12.2% |
| 3M | 0.0% | -45.5% | +45.5% | +5.2% |
| 6M | +15.7% | -33.1% | +48.8% | +19.0% |
| YTD | +12.6% | -7.2% | +19.9% | +12.0% |
| 1Y | +10.1% | -10.0% | +20.2% | +9.7% |
| 3Y | +2.1% | +332.3% | -330.2% | -14.7% |
| 5Y | -0.7% | +801.9% | -802.5% | -24.7% |
| 10Y | +38.5% | +820.9% | -782.4% | -2.4% |
| All | +1,862.7% | +6,203.6% | -4,340.9% | +727.9% |
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