+295.2%
KMB vs BNS
+1,492.9%
-1,197.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | -3.0% | +1.5% | -4.6% | -3.4% |
| 30D | -5.5% | +6.0% | -11.4% | -6.9% |
| 3M | +14.0% | +16.3% | -2.4% | +9.6% |
| 6M | +4.1% | +28.8% | -24.7% | -2.4% |
| YTD | +8.0% | +30.0% | -21.9% | +1.0% |
| 1Y | -13.7% | +50.7% | -64.4% | -22.3% |
| 3Y | -5.9% | +125.4% | -131.3% | -23.7% |
| 5Y | -8.6% | +94.2% | -102.9% | -23.9% |
| 10Y | +17.3% | +182.8% | -165.6% | -14.0% |
| All | +295.2% | +1,492.9% | -1,197.7% | +80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling