+37.8%
KMB vs BIL
+25.6%
+12.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +10.2% | 0.0% | +10.2% | +10.1% |
| 3M | +1.5% | +0.6% | +0.9% | +0.2% |
| 6M | +16.6% | +1.5% | +15.1% | +13.5% |
| YTD | +12.1% | +2.8% | +9.3% | +7.0% |
| 1Y | +11.1% | +3.3% | +7.7% | +5.3% |
| 3Y | +1.9% | +13.4% | -11.5% | -16.3% |
| 5Y | -1.3% | +19.8% | -21.1% | -27.7% |
| 10Y | +37.8% | +25.7% | +12.1% | -9.4% |
| All | +37.8% | +25.6% | +12.1% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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