+12,471.5%
FIX vs KMB
+455.9%
+12,015.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.4% |
| 7D | +6.0% | -3.0% | +9.1% | +7.0% |
| 30D | -7.2% | -5.5% | -1.8% | -5.7% |
| 3M | -15.9% | +14.0% | -29.8% | -20.4% |
| 6M | +12.7% | +4.1% | +8.7% | +9.9% |
| YTD | +72.8% | +8.0% | +64.7% | +65.9% |
| 1Y | +122.9% | -13.7% | +136.6% | +128.5% |
| 3Y | +774.3% | -5.9% | +780.3% | +743.8% |
| 5Y | +2,049.5% | -8.6% | +2,058.1% | +1,982.2% |
| 10Y | +5,821.5% | +17.3% | +5,804.2% | +5,027.4% |
| All | +12,471.5% | +455.9% | +12,015.6% | +6,614.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling