+122.9%
FIX vs KMB
-14.3%
+137.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.8% | +4.7% | +1.0% |
| 7D | +6.0% | -4.2% | +10.2% | +4.6% |
| 30D | -7.2% | -6.6% | -0.6% | -9.2% |
| 3M | -15.9% | +12.6% | -28.5% | -14.8% |
| 6M | +12.7% | +2.9% | +9.9% | +11.6% |
| YTD | +72.8% | +6.8% | +66.0% | +74.4% |
| 1Y | +122.9% | -14.8% | +137.7% | +109.3% |
| All | +122.9% | -14.3% | +137.2% | +109.3% |
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