+6.5%
FIX vs KMB
+13.8%
-7.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.8% | +7.3% | +4.4% |
| 7D | -17.5% | +0.5% | -17.9% | -16.4% |
| 30D | -41.6% | +12.4% | -54.0% | -37.8% |
| 3M | -40.6% | +1.0% | -41.6% | -39.1% |
| 6M | -49.4% | +12.1% | -61.5% | -47.4% |
| YTD | +9.2% | +11.6% | -2.4% | +15.1% |
| 1Y | +6.5% | +13.1% | -6.7% | +12.8% |
| All | +6.5% | +13.8% | -7.4% | +12.8% |
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