-10.5%
KMB vs BTDR
+15.3%
-25.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.3% | -0.3% |
| 7D | -7.7% | -3.2% | -4.5% | -7.7% |
| 30D | -8.2% | +32.7% | -40.9% | -8.0% |
| 3M | -1.9% | -28.4% | +26.5% | -1.9% |
| 6M | -0.7% | +51.7% | -52.4% | -0.4% |
| YTD | +1.4% | +2.9% | -1.5% | +1.4% |
| 1Y | -19.1% | -15.5% | -3.7% | -19.1% |
| 3Y | -12.6% | 0.0% | -12.6% | -10.7% |
| 5Y | -12.7% | +16.5% | -29.1% | -8.9% |
| All | -10.5% | +15.3% | -25.8% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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