+8.2%
KMB vs BAH
+3.0%
+5.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -3.0% | -2.6% | -0.4% | -2.8% |
| 30D | +9.1% | +20.4% | -11.3% | +8.0% |
| 3M | -0.4% | +11.9% | -12.3% | -1.2% |
| 6M | +13.0% | +17.1% | -4.2% | +11.4% |
| YTD | +10.3% | +5.5% | +4.8% | +8.8% |
| 1Y | +8.2% | +5.6% | +2.6% | +7.2% |
| All | +8.2% | +3.0% | +5.2% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling