+16.8%
KMB vs BBWI
-56.0%
+72.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.8% |
| 7D | -2.7% | +1.6% | -4.3% | -2.8% |
| 30D | -5.0% | -6.2% | +1.2% | -4.9% |
| 3M | +6.6% | +4.3% | +2.2% | +6.4% |
| 6M | +1.0% | -7.2% | +8.1% | +1.0% |
| YTD | +6.0% | -3.0% | +9.0% | +5.8% |
| 1Y | -16.6% | -30.8% | +14.1% | -16.1% |
| 3Y | -8.6% | -43.4% | +34.8% | -8.2% |
| 5Y | -10.9% | -66.7% | +55.9% | -9.8% |
| 10Y | +16.8% | -55.7% | +72.5% | +14.6% |
| All | +16.8% | -56.0% | +72.8% | +14.6% |
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