+38.7%
KMB vs BWA
+101.5%
-62.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.4% | -2.2% | +2.9% |
| 7D | +3.4% | -0.6% | +4.0% | +3.4% |
| 30D | +14.7% | -16.1% | +30.8% | +16.0% |
| 3M | +3.3% | -24.6% | +27.9% | +5.2% |
| 6M | +16.8% | -15.7% | +32.5% | +17.5% |
| YTD | +15.2% | +15.1% | +0.1% | +12.7% |
| 1Y | +13.3% | +15.9% | -2.6% | +10.7% |
| 3Y | +5.4% | +67.1% | -61.6% | -0.9% |
| 5Y | +2.7% | +34.7% | -32.0% | -2.9% |
| 10Y | +38.7% | +99.5% | -60.9% | +25.4% |
| All | +38.7% | +101.5% | -62.8% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling