-6.6%
KMB vs BIDU
-27.7%
+21.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.1% | -5.7% | -1.6% |
| 7D | -3.0% | +2.4% | -5.5% | -3.0% |
| 30D | -5.5% | -10.5% | +5.0% | -5.5% |
| 3M | +14.0% | -26.2% | +40.2% | +13.9% |
| 6M | +4.1% | -16.4% | +20.5% | +3.8% |
| YTD | +8.0% | -23.9% | +31.9% | +7.6% |
| 1Y | -13.7% | +1.3% | -15.0% | -14.7% |
| All | -6.6% | -27.7% | +21.1% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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