+1,852.5%
KMB vs BHP
+7,168.9%
-5,316.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -1.9% |
| 7D | +0.1% | +2.4% | -2.3% | -0.3% |
| 30D | +10.2% | -5.4% | +15.6% | +10.9% |
| 3M | +1.5% | -6.9% | +8.3% | +2.3% |
| 6M | +16.6% | -4.3% | +21.0% | +16.8% |
| YTD | +12.1% | +41.6% | -29.6% | +6.2% |
| 1Y | +11.1% | +53.3% | -42.2% | +4.1% |
| 3Y | +1.9% | +58.4% | -56.4% | -5.8% |
| 5Y | -1.3% | +121.3% | -122.5% | -14.3% |
| 10Y | +37.8% | +349.0% | -311.2% | +4.6% |
| All | +1,852.5% | +7,168.9% | -5,316.4% | +785.2% |
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 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