-8.6%
KMB vs BNS
+130.3%
-138.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | -2.7% | +1.8% | -4.5% | -3.0% |
| 30D | -5.0% | +4.5% | -9.5% | -5.7% |
| 3M | +6.6% | +15.8% | -9.2% | +3.6% |
| 6M | +1.0% | +31.5% | -30.5% | -4.3% |
| YTD | +6.0% | +28.6% | -22.7% | +0.7% |
| 1Y | -16.6% | +48.2% | -64.8% | -22.8% |
| 3Y | -8.6% | +130.8% | -139.4% | -23.4% |
| All | -8.6% | +130.3% | -138.9% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling