+1,637.4%
BMY vs KMB
+1,952.1%
-314.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -1.2% |
| 7D | -1.4% | +3.4% | -4.8% | -2.6% |
| 30D | +5.1% | +14.7% | -9.6% | -0.1% |
| 3M | -3.0% | +3.3% | -6.3% | -4.3% |
| 6M | +13.1% | +16.8% | -3.7% | +6.2% |
| YTD | +20.3% | +15.2% | +5.1% | +13.4% |
| 1Y | +39.0% | +13.3% | +25.7% | +31.7% |
| 3Y | +42.0% | +5.4% | +36.6% | +36.5% |
| 5Y | +28.5% | +2.7% | +25.8% | +23.5% |
| 10Y | +57.5% | +38.7% | +18.9% | +31.3% |
| All | +1,637.4% | +1,952.1% | -314.6% | +455.6% |
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