+35.5%
KMB vs BBWI
-48.2%
+83.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -1.4% |
| 7D | -3.0% | -4.5% | +1.6% | -2.8% |
| 30D | +9.1% | +17.1% | -8.1% | +8.5% |
| 3M | -0.4% | +17.5% | -17.9% | -1.0% |
| 6M | +13.0% | +12.8% | +0.2% | +12.4% |
| YTD | +10.3% | +8.2% | +2.2% | +9.7% |
| 1Y | +8.2% | -1.8% | +10.0% | +7.7% |
| 3Y | +0.4% | -25.8% | +26.1% | 0.0% |
| 5Y | -2.7% | -68.0% | +65.3% | -1.6% |
| All | +35.5% | -48.2% | +83.7% | +29.2% |
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