Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • KMB vs BLDR✓SelectedUSD · BLDRKMB vs BLDR performance historyLatest closeAs of-4.11%09/09
Stock and ETF performance explorer

KMB vs BLDR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+14.7%
BLDR return
+357.1%
Excess return
-342.4%
Maximum drawdown
-34.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioBLDRExcessAlpha
1D-4.1%-1.9%-2.2%-4.0%
7D-8.6%-2.7%-5.9%-8.4%
30D-7.5%-14.7%+7.2%-6.4%
3M-0.6%-20.8%+20.2%+1.0%
6M-1.5%-35.3%+33.8%+1.3%
YTD+1.6%-40.3%+41.9%+4.9%
1Y-20.8%-56.3%+35.5%-16.5%
3Y-12.4%-56.1%+43.7%-9.1%
5Y-12.9%+12.9%-25.8%-17.4%
10Y+14.7%+386.5%-371.7%-2.3%
All+14.7%+357.1%-342.4%-2.3%

Cumulative growth

Daily Returns

Daily percentage return beside BLDR.

Daily Out/Under-Performance

Portfolio return minus BLDR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × BLDR 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 BLDR 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