-6.3%
KMB vs BBAI
-70.8%
+64.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.6% |
| 7D | -3.0% | -4.3% | +1.2% | -3.1% |
| 30D | -5.5% | -3.6% | -1.8% | -5.5% |
| 3M | +14.0% | -38.8% | +52.8% | +13.8% |
| 6M | +4.1% | -23.8% | +27.8% | +4.0% |
| YTD | +8.0% | -45.9% | +54.0% | +7.8% |
| 1Y | -13.7% | -40.8% | +27.0% | -13.8% |
| 3Y | -5.9% | +69.8% | -75.7% | -4.7% |
| 5Y | -8.6% | -70.3% | +61.7% | -13.7% |
| All | -6.3% | -70.8% | +64.5% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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