+317.0%
KMB vs BRKR
+172.5%
+144.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -6.5% | -8.7% | +2.2% | -6.0% |
| 30D | -8.8% | -9.9% | +1.0% | -8.3% |
| 3M | -2.2% | -3.1% | +0.9% | -2.4% |
| 6M | +0.7% | +45.5% | -44.8% | -2.4% |
| YTD | +1.0% | +13.7% | -12.6% | -0.7% |
| 1Y | -20.3% | +67.4% | -87.7% | -23.7% |
| 3Y | -13.3% | -13.2% | -0.1% | -14.5% |
| 5Y | -12.9% | -39.5% | +26.5% | -12.8% |
| 10Y | +14.1% | +153.5% | -139.4% | +3.6% |
| All | +317.0% | +172.5% | +144.6% | +239.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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