+35.5%
KMB vs BP
+141.7%
-106.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.8% | -1.6% |
| 7D | -3.0% | +2.5% | -5.5% | -3.1% |
| 30D | +9.1% | -5.6% | +14.6% | +9.3% |
| 3M | -0.4% | +8.0% | -8.5% | -0.9% |
| 6M | +13.0% | +5.7% | +7.3% | +12.4% |
| YTD | +10.3% | +36.8% | -26.5% | +7.6% |
| 1Y | +8.2% | +30.7% | -22.5% | +5.8% |
| 3Y | +0.4% | +51.6% | -51.2% | -3.4% |
| 5Y | -2.7% | +112.2% | -114.9% | -10.1% |
| All | +35.5% | +141.7% | -106.3% | +27.0% |
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