+1,782.5%
KMB vs CRS
+10,171.0%
-8,388.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.8% |
| 7D | -3.0% | -0.2% | -2.8% | -3.0% |
| 30D | -5.5% | -16.6% | +11.2% | -3.9% |
| 3M | +14.0% | -3.5% | +17.5% | +14.0% |
| 6M | +4.1% | +15.4% | -11.4% | +2.2% |
| YTD | +8.0% | +51.2% | -43.1% | +3.2% |
| 1Y | -13.7% | +98.3% | -112.0% | -20.0% |
| 3Y | -5.9% | +651.5% | -657.5% | -25.2% |
| 5Y | -8.6% | +1,411.1% | -1,419.7% | -33.7% |
| 10Y | +17.3% | +1,424.3% | -1,407.1% | -21.0% |
| All | +1,782.5% | +10,171.0% | -8,388.5% | +663.0% |
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