-16.6%
KMB vs BAH
-27.4%
+10.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.9% |
| 7D | -2.7% | -4.3% | +1.6% | -2.5% |
| 30D | -5.0% | -4.5% | -0.6% | -4.8% |
| 3M | +6.6% | -7.6% | +14.2% | +6.2% |
| 6M | +1.0% | -10.6% | +11.6% | +0.6% |
| YTD | +6.0% | -12.6% | +18.5% | +4.9% |
| 1Y | -16.6% | -27.0% | +10.4% | -16.5% |
| All | -16.6% | -27.4% | +10.8% | -16.5% |
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