+256.9%
KMB vs BTG
+332.2%
-75.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.1% |
| 7D | +0.9% | -9.1% | +10.0% | +1.2% |
| 30D | +10.1% | -1.6% | +11.7% | +10.1% |
| 3M | 0.0% | -2.8% | +2.8% | 0.0% |
| 6M | +15.7% | -7.6% | +23.3% | +15.7% |
| YTD | +12.6% | +10.2% | +2.4% | +12.0% |
| 1Y | +10.1% | +21.3% | -11.1% | +9.2% |
| 3Y | +2.1% | +82.7% | -80.5% | 0.0% |
| 5Y | -0.7% | +30.8% | -31.5% | -2.5% |
| 10Y | +38.5% | +163.7% | -125.2% | +33.9% |
| All | +256.9% | +332.2% | -75.3% | +227.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling