+1,782.5%
KMB vs BDX
+5,351.6%
-3,569.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.2% |
| 7D | -3.0% | -2.5% | -0.5% | -2.4% |
| 30D | -5.5% | +8.3% | -13.7% | -7.4% |
| 3M | +14.0% | +24.4% | -10.4% | +8.0% |
| 6M | +4.1% | +9.2% | -5.1% | +1.6% |
| YTD | +8.0% | +22.7% | -14.7% | +2.4% |
| 1Y | -13.7% | +25.9% | -39.6% | -18.8% |
| 3Y | -5.9% | -10.5% | +4.5% | -5.2% |
| 5Y | -8.6% | +1.9% | -10.5% | -11.3% |
| 10Y | +17.3% | +58.7% | -41.4% | +0.5% |
| All | +1,782.5% | +5,351.6% | -3,569.1% | +558.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling