+219.9%
KMB vs BAH
+1,056.2%
-836.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.4% | +2.6% | -1.2% |
| 7D | +0.5% | -3.5% | +4.0% | +1.0% |
| 30D | +12.4% | +24.3% | -11.9% | +8.7% |
| 3M | +1.0% | +16.3% | -15.3% | -1.5% |
| 6M | +12.1% | +13.6% | -1.4% | +9.4% |
| YTD | +11.6% | +3.5% | +8.1% | +9.6% |
| 1Y | +13.1% | +2.7% | +10.4% | +11.0% |
| 3Y | +1.6% | -26.6% | +28.2% | +2.9% |
| 5Y | -0.3% | +8.5% | -8.9% | -7.2% |
| 10Y | +37.9% | +225.1% | -187.2% | +8.1% |
| All | +219.9% | +1,056.2% | -836.3% | +116.7% |
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