-6.9%
KMB vs BAM
+86.2%
-93.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.8% | -1.9% |
| 7D | +0.5% | +9.7% | -9.3% | -0.2% |
| 30D | +12.4% | +19.0% | -6.6% | +11.0% |
| 3M | +1.0% | +0.6% | +0.4% | +0.7% |
| 6M | +12.1% | +11.1% | +1.1% | +11.3% |
| YTD | +11.6% | +4.2% | +7.4% | +10.7% |
| 1Y | +13.1% | +3.3% | +9.8% | +12.2% |
| 3Y | +1.6% | +88.8% | -87.2% | -4.4% |
| All | -6.9% | +86.2% | -93.1% | -12.6% |
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