+41.1%
KMB vs BB
+28.9%
+12.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -1.0% |
| 7D | +6.0% | +11.6% | -5.6% | +5.9% |
| 30D | +13.5% | +2.6% | +10.9% | +13.4% |
| 3M | +3.8% | +3.5% | +0.3% | +3.6% |
| 6M | +15.6% | +43.5% | -27.9% | +14.5% |
| YTD | +14.0% | +141.2% | -127.1% | +11.7% |
| 1Y | +12.9% | +97.4% | -84.5% | +11.1% |
| 3Y | +3.7% | +151.1% | -147.4% | +0.7% |
| 5Y | -0.1% | -12.8% | +12.7% | -1.3% |
| 10Y | +41.1% | +27.5% | +13.7% | +31.0% |
| All | +41.1% | +28.9% | +12.2% | +31.0% |
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