-16.6%
BX vs KMB
-14.3%
-2.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.7% |
| 7D | -4.4% | -4.2% | -0.2% | -3.8% |
| 30D | +0.1% | -6.6% | +6.7% | +0.9% |
| 3M | +16.0% | +12.6% | +3.4% | +15.0% |
| 6M | +21.6% | +2.9% | +18.8% | +20.8% |
| YTD | -8.9% | +6.8% | -15.7% | -9.5% |
| 1Y | -16.6% | -14.8% | -1.8% | -17.2% |
| All | -16.6% | -14.3% | -2.3% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling