-3.9%
KMB vs BAM
+90.5%
-94.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.3% | +0.9% | +3.0% |
| 7D | +3.4% | +5.3% | -1.9% | +3.0% |
| 30D | +14.7% | +18.1% | -3.4% | +13.3% |
| 3M | +3.3% | +4.2% | -0.9% | +2.7% |
| 6M | +16.8% | +11.1% | +5.7% | +15.8% |
| YTD | +15.2% | +6.6% | +8.6% | +14.1% |
| 1Y | +13.3% | +6.2% | +7.1% | +12.2% |
| 3Y | +5.4% | +95.0% | -89.6% | -1.0% |
| All | -3.9% | +90.5% | -94.4% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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