+1,782.5%
KMB vs BHP
+7,909.4%
-6,126.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -3.0% | -2.9% | -0.1% | -2.7% |
| 30D | -5.5% | +3.4% | -8.8% | -5.9% |
| 3M | +14.0% | +4.1% | +9.9% | +13.0% |
| 6M | +4.1% | +20.6% | -16.5% | +1.1% |
| YTD | +8.0% | +56.1% | -48.0% | +1.2% |
| 1Y | -13.7% | +69.6% | -83.3% | -20.2% |
| 3Y | -5.9% | +78.8% | -84.8% | -14.4% |
| 5Y | -8.6% | +113.1% | -121.7% | -20.2% |
| 10Y | +17.3% | +505.9% | -488.6% | -14.5% |
| All | +1,782.5% | +7,909.4% | -6,126.9% | +743.8% |
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