+1,782.5%
KMB vs BBWI
+1,034.6%
+747.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -1.9% |
| 7D | -3.0% | +1.5% | -4.5% | -3.2% |
| 30D | -5.5% | -5.2% | -0.3% | -5.1% |
| 3M | +14.0% | +11.1% | +2.9% | +12.5% |
| 6M | +4.1% | -13.4% | +17.5% | +4.8% |
| YTD | +8.0% | +0.1% | +7.9% | +7.0% |
| 1Y | -13.7% | -36.1% | +22.4% | -11.3% |
| 3Y | -5.9% | -44.1% | +38.2% | -4.3% |
| 5Y | -8.6% | -66.2% | +57.6% | -4.4% |
| 10Y | +17.3% | -54.8% | +72.0% | +9.2% |
| All | +1,782.5% | +1,034.6% | +747.9% | +758.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling