+263.2%
BAC vs KMB
+36.7%
+226.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | -0.2% |
| 7D | -1.2% | +0.5% | -1.6% | -1.3% |
| 30D | -7.7% | +12.4% | -20.0% | -10.4% |
| 3M | -21.2% | +1.0% | -22.1% | -21.5% |
| 6M | -6.8% | +12.1% | -19.0% | -10.0% |
| YTD | -8.7% | +11.6% | -20.3% | -12.0% |
| 1Y | -5.3% | +13.1% | -18.4% | -9.1% |
| 3Y | +87.4% | +1.6% | +85.9% | +80.8% |
| 5Y | +18.9% | -0.3% | +19.2% | +14.1% |
| All | +263.2% | +36.7% | +226.5% | +257.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling