+672.8%
BX vs KMB
+38.4%
+634.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | +3.7% | +6.0% | -2.4% | +1.6% |
| 30D | +8.2% | +13.5% | -5.3% | +3.8% |
| 3M | -12.7% | +3.8% | -16.4% | -13.7% |
| 6M | +1.0% | +15.6% | -14.6% | -4.1% |
| YTD | -17.2% | +14.0% | -31.2% | -21.4% |
| 1Y | -11.6% | +12.9% | -24.5% | -15.8% |
| 3Y | +36.8% | +3.7% | +33.0% | +30.3% |
| 5Y | +4.8% | -0.1% | +4.9% | +0.3% |
| 10Y | +672.8% | +41.1% | +631.6% | +582.2% |
| All | +672.8% | +38.4% | +634.4% | +582.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling