-20.8%
KMB vs BTDR
-4.6%
-16.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.4% | -4.1% |
| 7D | -8.6% | +14.8% | -23.4% | -8.5% |
| 30D | -7.5% | +41.8% | -49.3% | -7.3% |
| 3M | -0.6% | -29.2% | +28.5% | -0.2% |
| 6M | -1.5% | +66.2% | -67.7% | -2.4% |
| YTD | +1.6% | +10.0% | -8.4% | +0.2% |
| 1Y | -20.8% | -11.0% | -9.8% | -22.3% |
| All | -20.8% | -4.6% | -16.1% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling