+16.8%
KMB vs BP
+126.3%
-109.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.4% | -2.1% |
| 7D | -2.7% | +0.9% | -3.6% | -2.8% |
| 30D | -5.0% | +9.1% | -14.2% | -5.5% |
| 3M | +6.6% | +3.9% | +2.6% | +6.2% |
| 6M | +1.0% | +13.6% | -12.7% | -0.2% |
| YTD | +6.0% | +34.0% | -28.1% | +3.4% |
| 1Y | -16.6% | +39.2% | -55.8% | -18.9% |
| 3Y | -8.6% | +36.4% | -45.1% | -11.4% |
| 5Y | -10.9% | +135.8% | -146.7% | -18.9% |
| 10Y | +16.8% | +125.0% | -108.2% | +4.7% |
| All | +16.8% | +126.3% | -109.4% | +4.7% |
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