+38.3%
KMB vs BBY
+288.1%
-249.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +2.0% |
| 7D | +0.9% | +4.5% | -3.5% | +0.4% |
| 30D | +10.1% | +16.8% | -6.7% | +8.0% |
| 3M | 0.0% | +23.2% | -23.2% | -2.5% |
| 6M | +15.7% | +91.9% | -76.2% | +6.9% |
| YTD | +12.6% | +61.6% | -49.0% | +5.9% |
| 1Y | +10.1% | +43.9% | -33.8% | +4.9% |
| 3Y | +2.1% | +88.6% | -86.5% | -7.7% |
| 5Y | -0.7% | -3.1% | +2.4% | -3.8% |
| All | +38.3% | +288.1% | -249.9% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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