+37.8%
KMB vs BN
+281.2%
-243.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | +0.1% | -2.4% | +2.5% | +0.5% |
| 30D | +10.2% | +13.5% | -3.3% | +7.9% |
| 3M | +1.5% | -5.9% | +7.4% | +2.4% |
| 6M | +16.6% | -8.9% | +25.6% | +18.2% |
| YTD | +12.1% | -7.9% | +19.9% | +13.0% |
| 1Y | +11.1% | -8.3% | +19.4% | +12.0% |
| 3Y | +1.9% | +100.8% | -98.8% | -12.5% |
| 5Y | -1.3% | +38.2% | -39.5% | -10.4% |
| 10Y | +37.8% | +302.3% | -264.5% | -7.5% |
| All | +37.8% | +281.2% | -243.4% | -7.5% |
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