+2,105.4%
FIX vs KMB
-8.4%
+2,113.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +1.8% |
| 7D | +6.0% | -3.0% | +9.1% | +5.8% |
| 30D | -7.2% | -5.5% | -1.8% | -7.6% |
| 3M | -15.9% | +14.0% | -29.8% | -16.0% |
| 6M | +12.7% | +4.1% | +8.7% | +12.4% |
| YTD | +72.8% | +8.0% | +64.7% | +72.5% |
| 1Y | +122.9% | -13.7% | +136.6% | +123.2% |
| 3Y | +774.3% | -5.9% | +780.3% | +733.4% |
| All | +2,105.4% | -8.4% | +2,113.8% | +1,957.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling