+894.6%
FIX vs KMB
+1.5%
+893.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +1.5% | -13.1% | -11.3% |
| 7D | -27.2% | +0.4% | -27.6% | -26.9% |
| 30D | -46.9% | +14.1% | -61.1% | -45.8% |
| 3M | -44.4% | -0.5% | -43.9% | -44.0% |
| 6M | -50.9% | +16.6% | -67.5% | -50.2% |
| YTD | +3.5% | +13.7% | -10.2% | +4.9% |
| 1Y | -2.1% | +16.1% | -18.2% | -0.8% |
| 3Y | +418.7% | +4.7% | +414.1% | +390.5% |
| 5Y | +894.6% | +1.5% | +893.0% | +822.1% |
| All | +894.6% | +1.5% | +893.1% | +822.1% |
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 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