+3,644.4%
FIX vs KMB
+38.4%
+3,606.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.5% |
| 7D | -13.9% | +6.0% | -20.0% | -14.8% |
| 30D | -35.5% | +13.5% | -49.0% | -37.2% |
| 3M | -33.9% | +3.8% | -37.7% | -34.6% |
| 6M | -43.3% | +15.6% | -58.9% | -45.8% |
| YTD | +18.7% | +14.0% | +4.7% | +13.7% |
| 1Y | +13.8% | +12.9% | +0.8% | +9.2% |
| 3Y | +495.0% | +3.7% | +491.2% | +452.9% |
| 5Y | +1,049.0% | -0.1% | +1,049.1% | +971.6% |
| 10Y | +3,644.4% | +41.1% | +3,603.3% | +3,080.1% |
| All | +3,644.4% | +38.4% | +3,606.1% | +3,080.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling