+675.5%
BE vs KMB
+42.3%
+633.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.2% | +8.7% | +12.0% |
| 7D | -1.2% | +3.4% | -4.6% | -1.1% |
| 30D | -30.9% | +14.7% | -45.6% | -30.8% |
| 3M | -11.6% | +3.3% | -14.9% | -11.4% |
| 6M | -25.7% | +16.8% | -42.5% | -26.3% |
| YTD | +123.1% | +15.2% | +107.9% | +121.1% |
| 1Y | +43.4% | +13.3% | +30.1% | +42.3% |
| 3Y | +1,683.6% | +5.4% | +1,678.2% | +1,648.9% |
| 5Y | +465.4% | +2.7% | +462.7% | +450.7% |
| All | +675.5% | +42.3% | +633.2% | +703.5% |
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 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