+41.1%
KMB vs BAX
-34.5%
+75.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.1% |
| 7D | +6.0% | +3.6% | +2.4% | +5.2% |
| 30D | +13.5% | +8.5% | +5.0% | +11.3% |
| 3M | +3.8% | -4.9% | +8.6% | +4.6% |
| 6M | +15.6% | +47.0% | -31.4% | +5.9% |
| YTD | +14.0% | +38.4% | -24.4% | +4.6% |
| 1Y | +12.9% | +49.1% | -36.2% | +1.9% |
| 3Y | +3.7% | -14.9% | +18.6% | +3.0% |
| 5Y | -0.1% | -63.1% | +63.1% | +23.0% |
| 10Y | +41.1% | -35.6% | +76.7% | +62.5% |
| All | +41.1% | -34.5% | +75.6% | +62.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling