+235.7%
KMB vs BTG
+378.0%
-142.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +0.9% | -1.9% |
| 7D | -2.7% | +4.8% | -7.5% | -2.8% |
| 30D | -5.0% | +8.3% | -13.4% | -5.2% |
| 3M | +6.6% | +32.3% | -25.7% | +5.7% |
| 6M | +1.0% | +3.0% | -2.0% | +0.7% |
| YTD | +6.0% | +21.9% | -16.0% | +5.1% |
| 1Y | -16.6% | +28.2% | -44.8% | -17.5% |
| 3Y | -8.6% | +99.9% | -108.5% | -10.8% |
| 5Y | -10.9% | +73.6% | -84.4% | -12.9% |
| 10Y | +16.8% | +136.5% | -119.7% | +12.9% |
| All | +235.7% | +378.0% | -142.3% | +207.1% |
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