+219.8%
KMB vs BND
+74.8%
+145.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | -3.0% | -1.4% | -1.6% | -2.4% |
| 30D | +9.1% | +0.8% | +8.2% | +8.8% |
| 3M | -0.4% | -1.2% | +0.8% | +0.1% |
| 6M | +13.0% | -1.4% | +14.4% | +13.6% |
| YTD | +10.3% | -1.3% | +11.7% | +11.0% |
| 1Y | +8.2% | -1.2% | +9.5% | +8.8% |
| 3Y | +0.4% | +13.7% | -13.3% | -3.2% |
| 5Y | -2.7% | -1.7% | -1.0% | -3.1% |
| 10Y | +35.7% | +17.2% | +18.5% | +35.4% |
| All | +219.8% | +74.8% | +145.0% | +235.9% |
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