+1,844.7%
KMB vs BN
+15,687.7%
-13,843.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | +0.5% | +5.3% | -4.9% | -0.5% |
| 30D | +12.4% | +11.9% | +0.5% | +10.2% |
| 3M | +1.0% | -5.7% | +6.7% | +2.0% |
| 6M | +12.1% | -10.6% | +22.8% | +14.2% |
| YTD | +11.6% | -9.4% | +21.0% | +12.9% |
| 1Y | +13.1% | -8.8% | +21.9% | +14.2% |
| 3Y | +1.6% | +95.6% | -94.1% | -11.8% |
| 5Y | -0.3% | +30.2% | -30.5% | -8.5% |
| 10Y | +37.9% | +277.0% | -239.1% | +1.4% |
| All | +1,844.7% | +15,687.7% | -13,843.0% | +802.1% |
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