+322.4%
KMB vs BG
+1,131.5%
-809.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.5% |
| 7D | -3.0% | +2.8% | -5.8% | -3.4% |
| 30D | -5.5% | +12.0% | -17.5% | -6.8% |
| 3M | +14.0% | -7.7% | +21.7% | +14.8% |
| 6M | +4.1% | +4.5% | -0.4% | +3.1% |
| YTD | +8.0% | +35.7% | -27.6% | +3.8% |
| 1Y | -13.7% | +50.1% | -63.8% | -18.3% |
| 3Y | -5.9% | +12.6% | -18.6% | -8.5% |
| 5Y | -8.6% | +75.4% | -84.0% | -16.9% |
| 10Y | +17.3% | +150.5% | -133.2% | -1.5% |
| All | +322.4% | +1,131.5% | -809.0% | +205.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling