+13.8%
KMB vs BDX
+58.0%
-44.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.3% |
| 7D | -7.7% | -5.4% | -2.3% | -6.2% |
| 30D | -8.2% | -2.2% | -6.0% | -7.7% |
| 3M | -1.9% | +20.1% | -22.0% | -7.0% |
| 6M | -0.7% | +9.1% | -9.7% | -3.4% |
| YTD | +1.4% | +17.9% | -16.5% | -3.8% |
| 1Y | -19.1% | +22.1% | -41.2% | -24.1% |
| 3Y | -12.6% | -10.5% | -2.1% | -11.6% |
| 5Y | -12.7% | -2.6% | -10.1% | -14.8% |
| All | +13.8% | +58.0% | -44.2% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 10y: compounded portfolio wealth divided by compounded BDX 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…
10y analysis · Full analysis span regression · 6 months rolling