+1,782.5%
KMB vs BAX
+900.4%
+882.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.8% |
| 7D | -3.0% | -1.1% | -1.9% | -2.8% |
| 30D | -5.5% | -5.5% | 0.0% | -4.3% |
| 3M | +14.0% | +33.5% | -19.6% | +6.3% |
| 6M | +4.1% | +35.9% | -31.8% | -3.7% |
| YTD | +8.0% | +35.4% | -27.3% | -0.7% |
| 1Y | -13.7% | +9.8% | -23.5% | -17.2% |
| 3Y | -5.9% | -32.7% | +26.8% | -1.4% |
| 5Y | -8.6% | -65.6% | +56.9% | +10.7% |
| 10Y | +17.3% | -34.9% | +52.2% | +19.7% |
| All | +1,782.5% | +900.4% | +882.1% | +767.9% |
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