-4.6%
KMB vs BTDR
+23.8%
-28.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.5% | -1.6% |
| 7D | -3.0% | +20.0% | -23.0% | -2.9% |
| 30D | -5.5% | +11.9% | -17.4% | -5.4% |
| 3M | +14.0% | -36.9% | +50.9% | +13.9% |
| 6M | +4.1% | +56.5% | -52.4% | +4.4% |
| YTD | +8.0% | +10.4% | -2.4% | +8.1% |
| 1Y | -13.7% | +3.1% | -16.8% | -13.6% |
| 3Y | -5.9% | -2.6% | -3.3% | -3.9% |
| 5Y | -8.6% | +25.2% | -33.8% | -4.6% |
| All | -4.6% | +23.8% | -28.4% | -0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling