+1,782.5%
KMB vs BP
+1,327.5%
+455.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | -3.0% | +3.9% | -7.0% | -3.6% |
| 30D | -5.5% | +7.6% | -13.1% | -6.6% |
| 3M | +14.0% | +0.7% | +13.3% | +13.4% |
| 6M | +4.1% | +15.5% | -11.4% | +1.0% |
| YTD | +8.0% | +30.8% | -22.8% | +2.6% |
| 1Y | -13.7% | +34.3% | -48.0% | -18.6% |
| 3Y | -5.9% | +35.1% | -41.0% | -12.3% |
| 5Y | -8.6% | +126.8% | -135.4% | -23.8% |
| 10Y | +17.3% | +123.4% | -106.1% | -7.0% |
| All | +1,782.5% | +1,327.5% | +455.0% | +816.1% |
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