+1,094.1%
BAC vs KMB
+1,930.6%
-836.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.7% |
| 7D | +2.1% | +6.0% | -4.0% | -0.5% |
| 30D | -6.7% | +13.5% | -20.2% | -11.9% |
| 3M | -20.2% | +3.8% | -24.0% | -21.9% |
| 6M | -0.2% | +15.6% | -15.8% | -7.4% |
| YTD | -6.4% | +14.0% | -20.4% | -13.1% |
| 1Y | -3.1% | +12.9% | -16.0% | -9.8% |
| 3Y | +96.7% | +3.7% | +93.0% | +84.5% |
| 5Y | +21.3% | -0.1% | +21.3% | +14.0% |
| 10Y | +237.7% | +41.1% | +196.6% | +156.9% |
| All | +1,094.1% | +1,930.6% | -836.5% | +188.5% |
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