-8.0%
KMB vs BP
+128.1%
-136.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.6% |
| 7D | -3.0% | +3.9% | -7.0% | -2.9% |
| 30D | -5.5% | +7.6% | -13.1% | -5.3% |
| 3M | +14.0% | +0.7% | +13.3% | +14.1% |
| 6M | +4.1% | +15.5% | -11.4% | +4.0% |
| YTD | +8.0% | +30.8% | -22.8% | +7.8% |
| 1Y | -13.7% | +34.3% | -48.0% | -14.0% |
| 3Y | -5.9% | +35.1% | -41.0% | -6.4% |
| All | -8.0% | +128.1% | -136.2% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling