-22.4%
BX vs KMB
-20.2%
-2.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.1% | +0.5% | -3.0% |
| 7D | -5.7% | -8.6% | +2.9% | -4.4% |
| 30D | -8.9% | -7.5% | -1.4% | -7.8% |
| 3M | +8.4% | -0.6% | +9.0% | +9.0% |
| 6M | +18.9% | -1.5% | +20.5% | +19.0% |
| YTD | -13.6% | +1.6% | -15.2% | -13.5% |
| 1Y | -22.4% | -20.8% | -1.7% | -23.3% |
| All | -22.4% | -20.2% | -2.3% | -23.3% |
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