+38.3%
KMB vs BTI
+131.8%
-93.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.7% |
| 7D | +0.9% | +1.6% | -0.7% | +0.5% |
| 30D | +10.1% | +9.2% | +0.8% | +7.7% |
| 3M | 0.0% | +9.6% | -9.6% | -2.3% |
| 6M | +15.7% | -2.4% | +18.1% | +16.2% |
| YTD | +12.6% | +14.2% | -1.6% | +8.7% |
| 1Y | +10.1% | +20.3% | -10.2% | +4.9% |
| 3Y | +2.1% | +147.4% | -145.3% | -19.2% |
| 5Y | -0.7% | +155.4% | -156.1% | -22.7% |
| All | +38.3% | +131.8% | -93.5% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 10y: compounded portfolio wealth divided by compounded BTI 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…
10y analysis · Full analysis span regression · 6 months rolling