-12.9%
KMB vs BTG
+75.0%
-88.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -4.2% |
| 7D | -8.6% | +2.4% | -11.0% | -8.7% |
| 30D | -7.5% | +9.5% | -17.0% | -8.0% |
| 3M | -0.6% | +38.5% | -39.1% | -2.6% |
| 6M | -1.5% | +5.6% | -7.2% | -2.3% |
| YTD | +1.6% | +23.9% | -22.3% | -0.2% |
| 1Y | -20.8% | +32.1% | -52.9% | -22.7% |
| 3Y | -12.4% | +103.2% | -115.6% | -17.2% |
| 5Y | -12.9% | +79.7% | -92.7% | -18.7% |
| All | -12.9% | +75.0% | -88.0% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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