+967.7%
BX vs KMB
+224.1%
+743.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.2% |
| 7D | -4.4% | -3.0% | -1.3% | -2.7% |
| 30D | +0.1% | -5.5% | +5.6% | +3.4% |
| 3M | +16.0% | +14.0% | +2.0% | +6.5% |
| 6M | +21.6% | +4.1% | +17.5% | +17.5% |
| YTD | -8.9% | +8.0% | -16.9% | -14.4% |
| 1Y | -16.6% | -13.7% | -2.9% | -11.2% |
| 3Y | +43.3% | -5.9% | +49.3% | +39.1% |
| 5Y | +25.7% | -8.6% | +34.3% | +22.0% |
| 10Y | +689.5% | +17.3% | +672.2% | +479.9% |
| All | +967.7% | +224.1% | +743.6% | +140.2% |
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 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