+1,844.7%
KMB vs BP
+1,351.0%
+493.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.8% |
| 7D | +0.5% | -11.6% | +12.1% | +2.3% |
| 30D | +12.4% | 0.0% | +12.3% | +12.2% |
| 3M | +1.0% | +6.7% | -5.8% | -0.3% |
| 6M | +12.1% | +2.2% | +10.0% | +11.0% |
| YTD | +11.6% | +33.0% | -21.4% | +5.5% |
| 1Y | +13.1% | +30.7% | -17.6% | +7.1% |
| 3Y | +1.6% | +44.2% | -42.6% | -6.4% |
| 5Y | -0.3% | +105.1% | -105.5% | -15.4% |
| 10Y | +37.9% | +133.5% | -95.6% | +8.3% |
| All | +1,844.7% | +1,351.0% | +493.8% | +841.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling