+1,376.8%
BAC vs KMB
+1,824.3%
-447.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.6% |
| 7D | +1.1% | -3.0% | +4.1% | +2.4% |
| 30D | -0.4% | -5.5% | +5.1% | +2.0% |
| 3M | +16.9% | +14.0% | +2.9% | +9.7% |
| 6M | +26.6% | +4.1% | +22.5% | +23.3% |
| YTD | +15.8% | +8.0% | +7.7% | +10.5% |
| 1Y | +27.2% | -13.7% | +40.9% | +32.9% |
| 3Y | +132.4% | -5.9% | +138.4% | +128.5% |
| 5Y | +72.6% | -8.6% | +81.2% | +69.5% |
| 10Y | +389.7% | +17.3% | +372.5% | +307.9% |
| All | +1,376.8% | +1,824.3% | -447.5% | +266.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling