-2.9%
KMB vs BTSG
+406.1%
-409.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.6% |
| 7D | -3.0% | +2.7% | -5.7% | -3.1% |
| 30D | -5.5% | -3.6% | -1.8% | -5.4% |
| 3M | +14.0% | +5.8% | +8.2% | +14.0% |
| 6M | +4.1% | +44.7% | -40.6% | +3.8% |
| YTD | +8.0% | +62.2% | -54.1% | +7.8% |
| 1Y | -13.7% | +152.1% | -165.8% | -13.9% |
| All | -2.9% | +406.1% | -409.0% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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