-12.8%
KMB vs BHP
+81.6%
-94.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.1% |
| 7D | -8.6% | +0.9% | -9.5% | -8.7% |
| 30D | -7.5% | +4.0% | -11.6% | -7.8% |
| 3M | -0.6% | +11.3% | -11.9% | -1.3% |
| 6M | -1.5% | +29.3% | -30.9% | -3.8% |
| YTD | +1.6% | +59.2% | -57.6% | -2.1% |
| 1Y | -20.8% | +80.8% | -101.6% | -24.4% |
| All | -12.8% | +81.6% | -94.4% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 3y: compounded portfolio wealth divided by compounded BHP 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…
3y analysis · Full analysis span regression · 6 months rolling