+1,782.5%
KMB vs BN
+15,251.3%
-13,468.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -3.0% | -2.5% | -0.6% | -2.6% |
| 30D | -5.5% | -9.5% | +4.0% | -3.9% |
| 3M | +14.0% | -10.4% | +24.4% | +16.1% |
| 6M | +4.1% | -6.4% | +10.4% | +5.0% |
| YTD | +8.0% | -11.9% | +19.9% | +9.9% |
| 1Y | -13.7% | -8.6% | -5.1% | -13.0% |
| 3Y | -5.9% | +77.6% | -83.5% | -17.0% |
| 5Y | -8.6% | +37.0% | -45.7% | -17.0% |
| 10Y | +17.3% | +266.4% | -249.1% | -13.3% |
| All | +1,782.5% | +15,251.3% | -13,468.8% | +777.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling