-9.8%
KMB vs BAM
+78.0%
-87.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.6% |
| 7D | -3.0% | -2.0% | -1.1% | -2.9% |
| 30D | -5.5% | -2.9% | -2.6% | -5.3% |
| 3M | +14.0% | +9.4% | +4.6% | +13.5% |
| 6M | +4.1% | +10.8% | -6.7% | +3.5% |
| YTD | +8.0% | -0.4% | +8.5% | +7.7% |
| 1Y | -13.7% | -10.9% | -2.9% | -13.6% |
| 3Y | -5.9% | +61.3% | -67.2% | -10.4% |
| All | -9.8% | +78.0% | -87.8% | -15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling