-3.9%
KMB vs BBIO
+148.5%
-152.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.8% | -5.9% | -4.1% |
| 7D | -8.6% | -0.5% | -8.1% | -8.6% |
| 30D | -7.5% | -10.1% | +2.6% | -7.5% |
| 3M | -0.6% | +12.4% | -13.0% | -0.8% |
| 6M | -1.5% | +15.9% | -17.5% | -1.7% |
| YTD | +1.6% | -0.5% | +2.1% | +1.5% |
| 1Y | -20.8% | +42.2% | -63.0% | -21.1% |
| 3Y | -12.4% | +167.8% | -180.2% | -13.4% |
| 5Y | -12.9% | +49.6% | -62.5% | -14.4% |
| All | -3.9% | +148.5% | -152.5% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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