+1,844.7%
KMB vs BBWI
+1,142.2%
+702.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.4% | -1.5% |
| 7D | +0.5% | -6.2% | +6.6% | +1.1% |
| 30D | +12.4% | +19.9% | -7.5% | +10.4% |
| 3M | +1.0% | +7.1% | -6.2% | 0.0% |
| 6M | +12.1% | +13.7% | -1.5% | +10.1% |
| YTD | +11.6% | +9.6% | +2.0% | +9.4% |
| 1Y | +13.1% | -1.6% | +14.8% | +11.4% |
| 3Y | +1.6% | -25.9% | +27.4% | +0.3% |
| 5Y | -0.3% | -67.8% | +67.5% | +4.9% |
| 10Y | +37.9% | -43.5% | +81.4% | +24.7% |
| All | +1,844.7% | +1,142.2% | +702.5% | +777.5% |
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