+777.0%
FIX vs KMB
-5.5%
+782.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +1.4% |
| 7D | +6.0% | -3.0% | +9.1% | +4.9% |
| 30D | -7.2% | -5.5% | -1.8% | -8.9% |
| 3M | -15.9% | +14.0% | -29.8% | -12.5% |
| 6M | +12.7% | +4.1% | +8.7% | +13.8% |
| YTD | +72.8% | +8.0% | +64.7% | +77.4% |
| 1Y | +122.9% | -13.7% | +136.6% | +113.4% |
| All | +777.0% | -5.5% | +782.5% | +761.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling