-10.9%
KMB vs BTDR
+28.1%
-39.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.3% | -4.3% | -1.9% |
| 7D | -2.7% | +22.4% | -25.1% | -2.6% |
| 30D | -5.0% | +16.5% | -21.5% | -4.9% |
| 3M | +6.6% | -31.5% | +38.0% | +6.5% |
| 6M | +1.0% | +74.0% | -73.1% | +1.3% |
| YTD | +6.0% | +13.0% | -7.1% | +6.1% |
| 1Y | -16.6% | -0.2% | -16.4% | -16.5% |
| 3Y | -8.6% | +9.9% | -18.5% | -6.7% |
| 5Y | -10.9% | +28.1% | -39.0% | -7.4% |
| All | -10.9% | +28.1% | -39.0% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling