+38.7%
KMB vs BP
+132.1%
-93.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.2% |
| 7D | +3.4% | -6.9% | +10.3% | +3.7% |
| 30D | +14.7% | -3.6% | +18.3% | +14.8% |
| 3M | +3.3% | +8.4% | -5.2% | +2.7% |
| 6M | +16.8% | +5.3% | +11.5% | +16.2% |
| YTD | +15.2% | +33.2% | -17.9% | +12.5% |
| 1Y | +13.3% | +28.2% | -14.9% | +10.9% |
| 3Y | +5.4% | +49.2% | -43.8% | +1.5% |
| 5Y | +2.7% | +102.9% | -100.2% | -4.8% |
| 10Y | +38.7% | +127.7% | -89.0% | +29.7% |
| All | +38.7% | +132.1% | -93.5% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling