+13.5%
KMB vs BG
+166.7%
-153.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.2% |
| 7D | -6.5% | +3.1% | -9.6% | -6.8% |
| 30D | -8.8% | +10.2% | -19.0% | -9.8% |
| 3M | -2.2% | -1.7% | -0.5% | -2.2% |
| 6M | +0.7% | +1.0% | -0.3% | +0.2% |
| YTD | +1.0% | +39.9% | -38.9% | -3.1% |
| 1Y | -20.3% | +53.2% | -73.5% | -24.5% |
| 3Y | -13.3% | +16.3% | -29.5% | -15.8% |
| 5Y | -12.9% | +83.9% | -96.8% | -21.6% |
| All | +13.5% | +166.7% | -153.2% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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