+1,670.2%
KMB vs BNY
+8,066.6%
-6,396.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.1% |
| 7D | -8.6% | +0.3% | -8.9% | -8.7% |
| 30D | -7.5% | +1.9% | -9.5% | -7.9% |
| 3M | -0.6% | +13.9% | -14.5% | -3.2% |
| 6M | -1.5% | +42.3% | -43.9% | -8.0% |
| YTD | +1.6% | +41.8% | -40.2% | -5.2% |
| 1Y | -20.8% | +57.9% | -78.7% | -27.6% |
| 3Y | -12.4% | +290.7% | -303.1% | -32.9% |
| 5Y | -12.9% | +252.3% | -265.2% | -33.0% |
| 10Y | +14.7% | +412.8% | -398.1% | -20.9% |
| All | +1,670.2% | +8,066.6% | -6,396.4% | +498.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling