+219.7%
KMB vs BIL
+30.4%
+189.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.9% | -1.8% |
| 7D | +0.5% | -0.3% | +0.7% | 0.0% |
| 30D | +12.4% | 0.0% | +12.4% | +12.4% |
| 3M | +1.0% | +0.3% | +0.7% | +1.7% |
| 6M | +12.1% | +1.2% | +10.9% | +15.1% |
| YTD | +11.6% | +2.5% | +9.2% | +17.5% |
| 1Y | +13.1% | +3.0% | +10.1% | +20.5% |
| 3Y | +1.6% | +13.2% | -11.6% | +32.4% |
| 5Y | -0.3% | +19.4% | -19.8% | +47.0% |
| 10Y | +37.9% | +25.2% | +12.7% | +128.3% |
| All | +219.7% | +30.4% | +189.3% | +450.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling