-9.0%
KMB vs BR
-4.8%
-4.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.5% | -1.4% |
| 7D | -2.7% | -5.9% | +3.2% | -1.4% |
| 30D | -5.0% | +1.9% | -6.9% | -5.5% |
| 3M | +6.6% | +14.7% | -8.1% | +3.2% |
| 6M | +1.0% | -12.8% | +13.7% | +3.9% |
| YTD | +6.0% | -23.0% | +29.0% | +12.5% |
| 1Y | -16.6% | -31.7% | +15.0% | -8.5% |
| All | -9.0% | -4.8% | -4.2% | -11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling