+22.3%
BMY vs KMB
-9.5%
+31.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.6% |
| 7D | -3.3% | -2.7% | -0.6% | -2.5% |
| 30D | 0.0% | -5.0% | +5.0% | +1.6% |
| 3M | +17.7% | +6.6% | +11.2% | +15.0% |
| 6M | +9.6% | +1.0% | +8.7% | +8.8% |
| YTD | +24.0% | +6.0% | +18.0% | +20.9% |
| 1Y | +45.1% | -16.6% | +61.7% | +52.9% |
| 3Y | +22.5% | -8.6% | +31.1% | +24.6% |
| 5Y | +22.3% | -10.9% | +33.1% | +27.1% |
| All | +22.3% | -9.5% | +31.8% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling