-12.9%
KMB vs BDX
-1.9%
-11.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -4.4% |
| 7D | -8.6% | -3.6% | -5.1% | -7.7% |
| 30D | -7.5% | +0.7% | -8.2% | -7.7% |
| 3M | -0.6% | +19.0% | -19.6% | -5.5% |
| 6M | -1.5% | +10.8% | -12.3% | -4.7% |
| YTD | +1.6% | +20.1% | -18.5% | -3.9% |
| 1Y | -20.8% | +23.1% | -43.8% | -25.6% |
| 3Y | -12.4% | -8.8% | -3.6% | -11.4% |
| 5Y | -12.9% | -1.4% | -11.5% | -16.2% |
| All | -12.9% | -1.9% | -11.0% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling