+209.6%
KMB vs BAH
+886.2%
-676.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.4% |
| 7D | -3.0% | -3.2% | +0.2% | -2.6% |
| 30D | -5.5% | +2.0% | -7.5% | -5.8% |
| 3M | +14.0% | -7.6% | +21.6% | +15.0% |
| 6M | +4.1% | -5.7% | +9.8% | +4.4% |
| YTD | +8.0% | -11.7% | +19.8% | +8.8% |
| 1Y | -13.7% | -27.4% | +13.6% | -10.6% |
| 3Y | -5.9% | -32.5% | +26.6% | -3.7% |
| 5Y | -8.6% | -3.3% | -5.3% | -13.5% |
| 10Y | +17.3% | +186.0% | -168.7% | -6.2% |
| All | +209.6% | +886.2% | -676.6% | +115.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling