+1,844.7%
KMB vs BAX
+898.9%
+945.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.4% | -2.0% |
| 7D | +0.5% | +12.1% | -11.7% | -2.3% |
| 30D | +12.4% | +7.6% | +4.8% | +10.2% |
| 3M | +1.0% | -4.5% | +5.5% | +1.8% |
| 6M | +12.1% | +52.0% | -39.9% | +1.2% |
| YTD | +11.6% | +35.1% | -23.5% | +2.4% |
| 1Y | +13.1% | +43.7% | -30.6% | +2.2% |
| 3Y | +1.6% | -20.9% | +22.5% | +2.4% |
| 5Y | -0.3% | -63.5% | +63.2% | +18.9% |
| 10Y | +37.9% | -36.0% | +73.9% | +41.1% |
| All | +1,844.7% | +898.9% | +945.9% | +794.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling