-16.4%
KMB vs BOXX
+18.5%
-34.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | -6.5% | +0.1% | -6.5% | -6.4% |
| 30D | -8.8% | +0.3% | -9.1% | -8.6% |
| 3M | -2.2% | +1.0% | -3.2% | -1.5% |
| 6M | +0.7% | +1.9% | -1.3% | +2.5% |
| YTD | +1.0% | +2.7% | -1.6% | +3.4% |
| 1Y | -20.3% | +4.0% | -24.4% | -18.5% |
| 3Y | -13.3% | +14.7% | -27.9% | -19.5% |
| All | -16.4% | +18.5% | -34.8% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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