-10.9%
KMB vs BHP
+121.9%
-132.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.7% | -2.0% |
| 7D | -2.7% | +1.3% | -4.0% | -2.8% |
| 30D | -5.0% | +4.0% | -9.0% | -5.2% |
| 3M | +6.6% | +12.3% | -5.7% | +5.9% |
| 6M | +1.0% | +30.8% | -29.9% | -0.7% |
| YTD | +6.0% | +58.8% | -52.8% | +3.2% |
| 1Y | -16.6% | +76.8% | -93.5% | -19.2% |
| 3Y | -8.6% | +87.5% | -96.1% | -12.2% |
| 5Y | -10.9% | +123.9% | -134.7% | -15.2% |
| All | -10.9% | +121.9% | -132.7% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling