+16.8%
KMB vs BAH
+182.5%
-165.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.8% |
| 7D | -2.7% | -4.3% | +1.6% | -2.0% |
| 30D | -5.0% | -4.5% | -0.6% | -4.4% |
| 3M | +6.6% | -7.6% | +14.2% | +7.6% |
| 6M | +1.0% | -10.6% | +11.6% | +2.2% |
| YTD | +6.0% | -12.6% | +18.5% | +6.9% |
| 1Y | -16.6% | -27.0% | +10.4% | -13.3% |
| 3Y | -8.6% | -31.5% | +22.9% | -7.4% |
| 5Y | -10.9% | -3.8% | -7.0% | -18.4% |
| 10Y | +16.8% | +183.9% | -167.1% | -13.1% |
| All | +16.8% | +182.5% | -165.7% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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