+1,016.5%
BSX vs KMB
+1,045.0%
-28.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.4% |
| 7D | +2.0% | -3.0% | +5.1% | +3.1% |
| 30D | +0.1% | -5.5% | +5.6% | +2.0% |
| 3M | -2.1% | +14.0% | -16.1% | -6.7% |
| 6M | -33.8% | +4.1% | -37.9% | -35.0% |
| YTD | -49.9% | +8.0% | -57.9% | -51.5% |
| 1Y | -55.4% | -13.7% | -41.7% | -53.7% |
| 3Y | -10.9% | -5.9% | -4.9% | -11.3% |
| 5Y | +6.4% | -8.6% | +15.0% | +6.0% |
| 10Y | +97.0% | +17.3% | +79.8% | +75.7% |
| All | +1,016.5% | +1,045.0% | -28.5% | +387.4% |
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