+12.1%
KMB vs BWA
-16.6%
+28.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -1.3% |
| 7D | +0.5% | -5.5% | +5.9% | -0.5% |
| 30D | +12.4% | -21.7% | +34.1% | +8.1% |
| 3M | +1.0% | -25.6% | +26.6% | -3.9% |
| 6M | +12.1% | -17.4% | +29.6% | +4.4% |
| All | +12.1% | -16.6% | +28.7% | +4.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling