+13.5%
KMB vs BNY
+416.3%
-402.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | -6.5% | -1.3% | -5.2% | -6.3% |
| 30D | -8.8% | -0.2% | -8.6% | -8.8% |
| 3M | -2.2% | +14.9% | -17.1% | -4.3% |
| 6M | +0.7% | +40.0% | -39.3% | -4.4% |
| YTD | +1.0% | +42.0% | -40.9% | -4.4% |
| 1Y | -20.3% | +56.9% | -77.2% | -25.8% |
| 3Y | -13.3% | +289.9% | -303.1% | -30.4% |
| 5Y | -12.9% | +259.2% | -272.1% | -30.3% |
| All | +13.5% | +416.3% | -402.8% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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