+38.3%
KMB vs BNS
+187.6%
-149.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +0.9% | +0.9% | 0.0% | +0.7% |
| 30D | +10.1% | +2.8% | +7.3% | +9.4% |
| 3M | 0.0% | +3.0% | -3.0% | -0.7% |
| 6M | +15.7% | +23.3% | -7.6% | +10.3% |
| YTD | +12.6% | +29.3% | -16.7% | +6.2% |
| 1Y | +10.1% | +41.7% | -31.6% | +1.8% |
| 3Y | +2.1% | +147.7% | -145.6% | -16.7% |
| 5Y | -0.7% | +79.4% | -80.0% | -14.0% |
| All | +38.3% | +187.6% | -149.3% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 10y: compounded portfolio wealth divided by compounded BNS 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…
10y analysis · Full analysis span regression · 6 months rolling