+2.7%
KMB vs BIDU
-49.5%
+52.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.3% | +3.2% |
| 7D | +3.4% | +5.4% | -2.0% | +3.4% |
| 30D | +14.7% | -5.0% | +19.7% | +14.7% |
| 3M | +3.3% | -26.1% | +29.4% | +3.4% |
| 6M | +16.8% | -42.6% | +59.4% | +17.2% |
| YTD | +15.2% | -38.0% | +53.2% | +15.3% |
| 1Y | +13.3% | -35.7% | +49.0% | +13.3% |
| 3Y | +5.4% | -22.9% | +28.4% | +4.8% |
| 5Y | +2.7% | -49.9% | +52.6% | +0.9% |
| All | +2.7% | -49.5% | +52.2% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling