-8.0%
KMB vs BIL
+19.4%
-27.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.0% | +0.1% | -3.1% | -3.1% |
| 30D | -5.5% | +0.3% | -5.8% | -5.9% |
| 3M | +14.0% | +0.9% | +13.0% | +13.0% |
| 6M | +4.1% | +1.8% | +2.3% | +3.0% |
| YTD | +8.0% | +2.4% | +5.6% | +6.8% |
| 1Y | -13.7% | +3.7% | -17.5% | -15.2% |
| 3Y | -5.9% | +14.2% | -20.1% | +3.4% |
| All | -8.0% | +19.4% | -27.4% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling