-8.0%
KMB vs BUD
+46.3%
-54.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -3.0% | +0.3% | -3.3% | -3.1% |
| 30D | -5.5% | -5.7% | +0.2% | -4.1% |
| 3M | +14.0% | +3.1% | +10.9% | +13.1% |
| 6M | +4.1% | +7.9% | -3.8% | +2.1% |
| YTD | +8.0% | +27.3% | -19.3% | +2.4% |
| 1Y | -13.7% | +37.8% | -51.6% | -19.7% |
| 3Y | -5.9% | +49.8% | -55.8% | -14.8% |
| All | -8.0% | +46.3% | -54.4% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 5y: compounded portfolio wealth divided by compounded BUD 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…
5y analysis · Full analysis span regression · 6 months rolling