+1,907.5%
KMB vs BN
+16,294.4%
-14,386.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.8% | -0.6% | +2.6% |
| 7D | +3.4% | +3.6% | -0.2% | +2.8% |
| 30D | +14.7% | +15.9% | -1.2% | +11.8% |
| 3M | +3.3% | -2.3% | +5.6% | +3.6% |
| 6M | +16.8% | -8.4% | +25.2% | +18.4% |
| YTD | +15.2% | -5.9% | +21.1% | +15.8% |
| 1Y | +13.3% | -5.6% | +18.9% | +13.8% |
| 3Y | +5.4% | +104.2% | -98.8% | -9.1% |
| 5Y | +2.7% | +35.5% | -32.8% | -6.4% |
| 10Y | +38.7% | +285.2% | -246.6% | +1.6% |
| All | +1,907.5% | +16,294.4% | -14,386.8% | +825.2% |
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