+21.9%
FIX vs KMB
+10.7%
+11.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.7% | +6.8% | +4.1% |
| 7D | +6.4% | +0.1% | +6.4% | +6.5% |
| 30D | -29.1% | +10.2% | -39.3% | -25.0% |
| 3M | -31.1% | +1.5% | -32.6% | -29.3% |
| 6M | -42.8% | +16.6% | -59.4% | -40.9% |
| YTD | +24.6% | +12.1% | +12.6% | +32.0% |
| 1Y | +21.9% | +11.1% | +10.9% | +28.3% |
| All | +21.9% | +10.7% | +11.3% | +28.3% |
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