-10.6%
BITO vs KMB
-7.8%
-2.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -5.8% | -7.7% | +1.9% | -5.7% |
| 30D | +21.1% | -8.2% | +29.3% | +21.3% |
| 3M | +23.5% | -1.9% | +25.4% | +23.6% |
| 6M | +8.3% | -0.7% | +8.9% | +8.3% |
| YTD | -13.9% | +1.4% | -15.2% | -14.1% |
| 1Y | -34.5% | -19.1% | -15.4% | -33.8% |
| 3Y | +147.0% | -12.6% | +159.6% | +144.7% |
| All | -10.6% | -7.8% | -2.8% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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