-2.6%
KMB vs BTDR
-38.7%
+36.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -12.8% | +11.3% | -1.7% |
| 7D | -3.0% | +15.4% | -18.4% | -2.8% |
| 30D | +9.1% | -33.4% | +42.5% | +8.8% |
| 3M | -0.4% | -32.0% | +31.6% | -0.6% |
| 6M | +13.0% | -52.2% | +65.2% | +12.6% |
| YTD | +10.3% | -45.3% | +55.7% | +10.0% |
| 1Y | +8.2% | -56.0% | +64.2% | +7.8% |
| 3Y | +0.4% | +54.4% | -54.0% | +1.7% |
| 5Y | -2.7% | -38.5% | +35.8% | +0.8% |
| All | -2.6% | -38.7% | +36.1% | +0.8% |
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