+13.5%
KMB vs BNS
+188.9%
-175.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -6.5% | -0.4% | -6.1% | -6.4% |
| 30D | -8.8% | +3.5% | -12.3% | -9.5% |
| 3M | -2.2% | +14.1% | -16.2% | -5.1% |
| 6M | +0.7% | +33.8% | -33.1% | -5.7% |
| YTD | +1.0% | +29.5% | -28.4% | -4.7% |
| 1Y | -20.3% | +48.4% | -68.7% | -27.1% |
| 3Y | -13.3% | +129.6% | -142.9% | -28.2% |
| 5Y | -12.9% | +96.1% | -109.0% | -26.2% |
| All | +13.5% | +188.9% | -175.4% | -16.6% |
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