-20.3%
KMB vs BR
-31.7%
+11.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -6.5% | -3.0% | -3.5% | -6.0% |
| 30D | -8.8% | -0.3% | -8.5% | -8.7% |
| 3M | -2.2% | +17.3% | -19.5% | -4.5% |
| 6M | +0.7% | -6.7% | +7.4% | +0.7% |
| YTD | +1.0% | -23.4% | +24.5% | +3.7% |
| 1Y | -20.3% | -32.7% | +12.4% | -13.4% |
| All | -20.3% | -31.7% | +11.4% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling