+298.2%
KMB vs BIDU
+1,127.7%
-829.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.3% | +3.3% |
| 7D | +3.4% | +5.4% | -2.0% | +3.1% |
| 30D | +14.7% | -5.0% | +19.7% | +15.0% |
| 3M | +3.3% | -26.1% | +29.4% | +4.7% |
| 6M | +16.8% | -42.6% | +59.4% | +19.6% |
| YTD | +15.2% | -38.0% | +53.2% | +17.2% |
| 1Y | +13.3% | -35.7% | +49.0% | +15.0% |
| 3Y | +5.4% | -22.9% | +28.4% | +5.0% |
| 5Y | +2.7% | -49.9% | +52.6% | +2.7% |
| 10Y | +38.7% | -52.0% | +90.6% | +34.5% |
| All | +298.2% | +1,127.7% | -829.5% | +200.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling