-12.9%
KMB vs BNS
+93.4%
-106.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -4.0% |
| 7D | -8.6% | -1.3% | -7.3% | -8.4% |
| 30D | -7.5% | +4.0% | -11.5% | -8.2% |
| 3M | -0.6% | +13.8% | -14.4% | -3.2% |
| 6M | -1.5% | +32.7% | -34.2% | -7.0% |
| YTD | +1.6% | +27.6% | -26.0% | -3.4% |
| 1Y | -20.8% | +47.4% | -68.2% | -26.7% |
| 3Y | -12.4% | +129.0% | -141.4% | -26.0% |
| 5Y | -12.9% | +92.7% | -105.6% | -24.9% |
| All | -12.9% | +93.4% | -106.3% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling