+491.1%
KMB vs BB
+258.8%
+232.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.0% | -5.6% | +2.6% | -2.9% |
| 30D | -5.5% | -11.8% | +6.3% | -5.3% |
| 3M | +14.0% | -25.5% | +39.5% | +14.4% |
| 6M | +4.1% | +121.3% | -117.2% | +2.3% |
| YTD | +8.0% | +103.2% | -95.1% | +6.3% |
| 1Y | -13.7% | +102.6% | -116.4% | -15.2% |
| 3Y | -5.9% | +37.5% | -43.4% | -7.5% |
| 5Y | -8.6% | -30.4% | +21.8% | -9.4% |
| 10Y | +17.3% | 0.0% | +17.3% | +13.2% |
| All | +491.1% | +258.8% | +232.3% | +437.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling