+1,782.5%
KMB vs BTI
+6,053.4%
-4,270.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.4% |
| 7D | -3.0% | -1.4% | -1.7% | -2.8% |
| 30D | -5.5% | -6.6% | +1.1% | -4.3% |
| 3M | +14.0% | -3.0% | +17.0% | +14.6% |
| 6M | +4.1% | -6.7% | +10.8% | +5.3% |
| YTD | +8.0% | +0.6% | +7.5% | +7.7% |
| 1Y | -13.7% | +5.6% | -19.3% | -14.9% |
| 3Y | -5.9% | +110.3% | -116.3% | -18.6% |
| 5Y | -8.6% | +114.3% | -122.9% | -21.6% |
| 10Y | +17.3% | +67.7% | -50.4% | +2.5% |
| All | +1,782.5% | +6,053.4% | -4,270.8% | +817.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling