+213.1%
KMB vs BND
+76.8%
+136.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.0% | -0.1% | -2.9% | -3.0% |
| 30D | -5.5% | -0.4% | -5.1% | -5.3% |
| 3M | +14.0% | -0.6% | +14.6% | +14.3% |
| 6M | +4.1% | -1.4% | +5.5% | +4.6% |
| YTD | +8.0% | -0.2% | +8.3% | +8.2% |
| 1Y | -13.7% | +1.3% | -15.0% | -14.1% |
| 3Y | -5.9% | +13.2% | -19.1% | -9.3% |
| 5Y | -8.6% | -1.6% | -7.1% | -9.2% |
| 10Y | +17.3% | +15.5% | +1.8% | +16.0% |
| All | +213.1% | +76.8% | +136.4% | +227.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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