+866.0%
BX vs KMB
+236.1%
+629.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.6% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | +7.3% | +10.2% | -2.9% | +1.4% |
| 3M | -16.3% | +1.5% | -17.8% | -17.0% |
| 6M | +2.5% | +16.6% | -14.1% | -7.2% |
| YTD | -17.6% | +12.1% | -29.6% | -24.2% |
| 1Y | -12.4% | +11.1% | -23.4% | -19.1% |
| 3Y | +36.2% | +1.9% | +34.2% | +25.8% |
| 5Y | +3.0% | -1.3% | +4.3% | -4.8% |
| 10Y | +680.0% | +37.8% | +642.2% | +400.3% |
| All | +866.0% | +236.1% | +629.8% | +112.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling