+95.9%
BAC vs KMB
+0.4%
+95.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.2% |
| 7D | +1.5% | -3.0% | +4.5% | +1.7% |
| 30D | -6.4% | +9.1% | -15.4% | -6.9% |
| 3M | -21.7% | -0.4% | -21.3% | -21.7% |
| 6M | +0.5% | +13.0% | -12.5% | -0.3% |
| YTD | -6.7% | +10.3% | -17.0% | -7.5% |
| 1Y | -4.7% | +8.2% | -12.9% | -5.4% |
| All | +95.9% | +0.4% | +95.5% | +91.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling