+1,886.5%
KMB vs BHP
+7,085.6%
-5,199.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.8% |
| 7D | +6.0% | +3.8% | +2.2% | +5.5% |
| 30D | +13.5% | -6.5% | +20.0% | +14.4% |
| 3M | +3.8% | -8.5% | +12.3% | +4.8% |
| 6M | +15.6% | -2.2% | +17.7% | +15.3% |
| YTD | +14.0% | +40.0% | -26.0% | +8.2% |
| 1Y | +12.9% | +51.3% | -38.4% | +6.0% |
| 3Y | +3.7% | +56.5% | -52.8% | -4.0% |
| 5Y | -0.1% | +130.2% | -130.2% | -13.8% |
| 10Y | +41.1% | +336.5% | -295.4% | +7.6% |
| All | +1,886.5% | +7,085.6% | -5,199.1% | +802.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling