+36.8%
BX vs KMB
+3.8%
+33.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | +3.7% | +6.0% | -2.4% | +2.5% |
| 30D | +8.2% | +13.5% | -5.3% | +6.1% |
| 3M | -12.7% | +3.8% | -16.4% | -13.4% |
| 6M | +1.0% | +15.6% | -14.6% | -0.9% |
| YTD | -17.2% | +14.0% | -31.2% | -18.8% |
| 1Y | -11.6% | +12.9% | -24.5% | -13.2% |
| 3Y | +36.8% | +3.7% | +33.0% | +34.8% |
| All | +36.8% | +3.8% | +33.0% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling