-22.1%
BA vs KMB
-0.3%
-21.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.4% | +0.7% |
| 7D | +1.1% | +0.5% | +0.6% | +1.0% |
| 30D | -7.9% | +12.4% | -20.3% | -9.2% |
| 3M | -25.3% | +1.0% | -26.3% | -25.4% |
| 6M | -24.6% | +12.1% | -36.7% | -25.7% |
| YTD | -20.1% | +11.6% | -31.8% | -21.2% |
| 1Y | -11.8% | +13.1% | -24.9% | -13.1% |
| 3Y | -10.1% | +1.6% | -11.7% | -13.2% |
| All | -22.1% | -0.3% | -21.8% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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