+37.8%
KMB vs BAH
+211.3%
-173.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | +0.1% | -1.6% | +1.7% | +0.3% |
| 30D | +10.2% | +18.0% | -7.8% | +7.2% |
| 3M | +1.5% | +11.4% | -10.0% | -0.5% |
| 6M | +16.6% | +17.7% | -1.1% | +12.9% |
| YTD | +12.1% | +5.4% | +6.7% | +9.5% |
| 1Y | +11.1% | +2.8% | +8.3% | +8.8% |
| 3Y | +1.9% | -26.7% | +28.6% | +3.1% |
| 5Y | -1.3% | +8.1% | -9.3% | -10.7% |
| 10Y | +37.8% | +202.5% | -164.7% | +2.4% |
| All | +37.8% | +211.3% | -173.5% | +2.4% |
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