+38.7%
KMB vs BBWI
-41.3%
+80.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.9% | +1.4% | +3.2% |
| 7D | +3.4% | -6.2% | +9.6% | +3.6% |
| 30D | +14.7% | +25.5% | -10.8% | +13.8% |
| 3M | +3.3% | +8.0% | -4.7% | +2.9% |
| 6M | +16.8% | +12.7% | +4.1% | +16.2% |
| YTD | +15.2% | +11.6% | +3.6% | +14.4% |
| 1Y | +13.3% | -0.9% | +14.2% | +12.7% |
| 3Y | +5.4% | -22.7% | +28.1% | +4.9% |
| 5Y | +2.7% | -67.2% | +69.9% | +3.8% |
| 10Y | +38.7% | -43.7% | +82.3% | +31.8% |
| All | +38.7% | -41.3% | +80.0% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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