+16.8%
KMB vs BN
+259.6%
-242.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.6% | -1.5% |
| 7D | -2.7% | -1.2% | -1.5% | -2.5% |
| 30D | -5.0% | -10.9% | +5.9% | -3.2% |
| 3M | +6.6% | -11.1% | +17.6% | +8.6% |
| 6M | +1.0% | -4.4% | +5.3% | +1.6% |
| YTD | +6.0% | -14.1% | +20.1% | +8.2% |
| 1Y | -16.6% | -11.1% | -5.6% | -15.6% |
| 3Y | -8.6% | +75.6% | -84.2% | -20.0% |
| 5Y | -10.9% | +35.8% | -46.6% | -19.4% |
| 10Y | +16.8% | +261.6% | -244.7% | -22.3% |
| All | +16.8% | +259.6% | -242.7% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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