-14.8%
KMB vs BAX
+9.9%
-24.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -2.9% |
| 7D | -4.2% | -1.1% | -3.0% | -4.0% |
| 30D | -6.6% | -5.5% | -1.1% | -5.8% |
| 3M | +12.6% | +33.5% | -20.9% | +7.4% |
| 6M | +2.9% | +35.9% | -33.0% | -2.7% |
| YTD | +6.8% | +35.4% | -28.6% | +0.4% |
| 1Y | -14.8% | +9.8% | -24.5% | -19.2% |
| All | -14.8% | +9.9% | -24.7% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling