+932.4%
BSX vs KMB
+1,069.4%
-137.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.5% | -1.5% |
| 7D | -1.0% | -3.0% | +2.0% | +0.1% |
| 30D | +2.1% | +9.1% | -7.0% | -0.9% |
| 3M | -14.0% | -0.4% | -13.6% | -13.9% |
| 6M | -18.3% | +13.0% | -31.3% | -21.9% |
| YTD | -53.6% | +10.3% | -64.0% | -55.5% |
| 1Y | -57.6% | +8.2% | -65.8% | -59.0% |
| 3Y | -14.3% | +0.4% | -14.6% | -16.6% |
| 5Y | +5.1% | -2.7% | +7.8% | +2.5% |
| 10Y | +105.6% | +35.7% | +69.9% | +74.3% |
| All | +932.4% | +1,069.4% | -137.0% | +347.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling