-8.6%
KMB vs COPX
+171.8%
-180.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.1% | -6.0% | -2.0% |
| 7D | -2.7% | +5.8% | -8.5% | -2.8% |
| 30D | -5.0% | +7.2% | -12.2% | -5.1% |
| 3M | +6.6% | +16.5% | -9.9% | +6.5% |
| 6M | +1.0% | +18.4% | -17.5% | +0.5% |
| YTD | +6.0% | +31.9% | -26.0% | +5.5% |
| 1Y | -16.6% | +88.5% | -105.1% | -17.2% |
| 3Y | -8.6% | +173.1% | -181.7% | -11.0% |
| All | -8.6% | +171.8% | -180.5% | -11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling