+42.0%
BMY vs KMB
+4.9%
+37.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -1.1% |
| 7D | -1.4% | +3.4% | -4.8% | -2.6% |
| 30D | +5.1% | +14.7% | -9.6% | +0.4% |
| 3M | -3.0% | +3.3% | -6.3% | -4.2% |
| 6M | +13.1% | +16.8% | -3.7% | +6.9% |
| YTD | +20.3% | +15.2% | +5.1% | +14.0% |
| 1Y | +39.0% | +13.3% | +25.7% | +32.3% |
| 3Y | +42.0% | +5.4% | +36.6% | +36.3% |
| All | +42.0% | +4.9% | +37.1% | +36.3% |
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 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