-0.6%
KMB vs BWA
+26.5%
-27.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -2.0% |
| 7D | +0.5% | -5.5% | +5.9% | +0.7% |
| 30D | +12.4% | -21.7% | +34.1% | +13.7% |
| 3M | +1.0% | -25.6% | +26.6% | +2.4% |
| 6M | +12.1% | -17.4% | +29.6% | +12.3% |
| YTD | +11.6% | +9.2% | +2.4% | +9.2% |
| 1Y | +13.1% | +9.7% | +3.4% | +10.6% |
| 3Y | +1.6% | +54.6% | -53.1% | -4.0% |
| All | -0.6% | +26.5% | -27.0% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling