+24.3%
BX vs KMB
-9.5%
+33.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.1% |
| 7D | -2.0% | -2.7% | +0.8% | -1.3% |
| 30D | -2.3% | -5.0% | +2.7% | -1.0% |
| 3M | +18.5% | +6.6% | +12.0% | +16.5% |
| 6M | +23.7% | +1.0% | +22.8% | +23.1% |
| YTD | -10.4% | +6.0% | -16.3% | -12.1% |
| 1Y | -19.6% | -16.6% | -2.9% | -16.0% |
| 3Y | +30.8% | -8.6% | +39.4% | +29.4% |
| 5Y | +24.3% | -10.9% | +35.2% | +16.4% |
| All | +24.3% | -9.5% | +33.9% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling