-8.0%
KMB vs BAH
-3.4%
-4.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.5% |
| 7D | -3.0% | -3.2% | +0.2% | -2.8% |
| 30D | -5.5% | +2.0% | -7.5% | -5.6% |
| 3M | +14.0% | -7.6% | +21.6% | +14.4% |
| 6M | +4.1% | -5.7% | +9.8% | +4.1% |
| YTD | +8.0% | -11.7% | +19.8% | +8.3% |
| 1Y | -13.7% | -27.4% | +13.6% | -12.2% |
| 3Y | -5.9% | -32.5% | +26.6% | -6.0% |
| All | -8.0% | -3.4% | -4.6% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling