+1,749.1%
BMY vs KMB
+1,824.3%
-75.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.3% |
| 7D | +0.4% | -3.0% | +3.4% | +1.5% |
| 30D | +5.0% | -5.5% | +10.5% | +7.1% |
| 3M | +19.4% | +14.0% | +5.4% | +13.4% |
| 6M | +9.5% | +4.1% | +5.4% | +7.4% |
| YTD | +28.1% | +8.0% | +20.0% | +23.7% |
| 1Y | +50.0% | -13.7% | +63.7% | +56.4% |
| 3Y | +24.1% | -5.9% | +30.0% | +24.4% |
| 5Y | +25.0% | -8.6% | +33.6% | +25.5% |
| 10Y | +68.7% | +17.3% | +51.4% | +49.8% |
| All | +1,749.1% | +1,824.3% | -75.1% | +506.1% |
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 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