+13.5%
KMB vs COPX
+583.8%
-570.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -6.5% | -2.3% | -4.1% | -6.4% |
| 30D | -8.8% | +0.3% | -9.1% | -8.9% |
| 3M | -2.2% | +6.8% | -9.0% | -2.7% |
| 6M | +0.7% | +7.9% | -7.3% | -0.3% |
| YTD | +1.0% | +23.7% | -22.7% | -1.1% |
| 1Y | -20.3% | +71.5% | -91.8% | -23.8% |
| 3Y | -13.3% | +149.1% | -162.4% | -20.3% |
| 5Y | -12.9% | +167.3% | -180.3% | -21.5% |
| All | +13.5% | +583.8% | -570.3% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 10y: compounded portfolio wealth divided by compounded COPX 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…
10y analysis · Full analysis span regression · 6 months rolling