+510.7%
KMB vs BB
+307.3%
+203.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.3% | -1.9% |
| 7D | +0.5% | +3.8% | -3.3% | +0.4% |
| 30D | +12.4% | -0.3% | +12.7% | +12.3% |
| 3M | +1.0% | -0.5% | +1.4% | +0.9% |
| 6M | +12.1% | +45.9% | -33.8% | +11.0% |
| YTD | +11.6% | +130.6% | -119.0% | +9.5% |
| 1Y | +13.1% | +89.2% | -76.1% | +11.3% |
| 3Y | +1.6% | +137.5% | -135.9% | -1.1% |
| 5Y | -0.3% | -20.9% | +20.6% | -1.5% |
| 10Y | +37.9% | +25.4% | +12.5% | +32.5% |
| All | +510.7% | +307.3% | +203.4% | +453.6% |
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