+14.4%
FIX vs KMB
+11.9%
+2.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +4.1% | -19.2% | -12.8% |
| 7D | -18.9% | +0.4% | -19.3% | -18.0% |
| 30D | -36.3% | +14.0% | -50.3% | -31.8% |
| 3M | -38.5% | -1.3% | -37.2% | -37.5% |
| 6M | -42.3% | +16.7% | -58.9% | -40.3% |
| YTD | +17.1% | +12.0% | +5.1% | +23.8% |
| 1Y | +14.4% | +13.6% | +0.8% | +20.3% |
| All | +14.4% | +11.9% | +2.5% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 1y: compounded portfolio wealth divided by compounded KMB 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…
1y analysis · Full analysis span regression · 6 months rolling