+16.8%
KMB vs BB
+3.3%
+13.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -2.0% |
| 7D | -2.7% | +0.5% | -3.2% | -2.7% |
| 30D | -5.0% | -12.4% | +7.3% | -4.9% |
| 3M | +6.6% | -15.3% | +21.8% | +6.7% |
| 6M | +1.0% | +128.8% | -127.8% | -1.0% |
| YTD | +6.0% | +107.7% | -101.7% | +4.0% |
| 1Y | -16.6% | +103.9% | -120.5% | -18.2% |
| 3Y | -8.6% | +72.6% | -81.2% | -10.7% |
| 5Y | -10.9% | -24.3% | +13.4% | -11.9% |
| 10Y | +16.8% | +3.1% | +13.7% | +6.9% |
| All | +16.8% | +3.3% | +13.5% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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