-17.2%
KMB vs BIYA
-99.9%
+82.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.5% |
| 7D | -3.0% | +10.0% | -13.0% | -3.0% |
| 30D | +9.1% | -17.7% | +26.7% | +9.0% |
| 3M | -0.4% | -55.0% | +54.6% | -0.4% |
| 6M | +13.0% | -85.1% | +98.1% | +13.1% |
| YTD | +10.3% | -96.9% | +107.2% | +10.3% |
| 1Y | +8.2% | -98.5% | +106.7% | +8.1% |
| All | -17.2% | -99.9% | +82.7% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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