-12.9%
KMB vs COPX
+193.3%
-206.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.1% | -4.1% |
| 7D | -8.6% | +6.0% | -14.6% | -8.7% |
| 30D | -7.5% | +6.4% | -14.0% | -7.6% |
| 3M | -0.6% | +19.3% | -19.9% | -0.9% |
| 6M | -1.5% | +16.2% | -17.8% | -2.0% |
| YTD | +1.6% | +33.2% | -31.6% | +1.0% |
| 1Y | -20.8% | +90.2% | -111.0% | -21.7% |
| 3Y | -12.4% | +175.7% | -188.1% | -14.4% |
| 5Y | -12.9% | +193.1% | -206.1% | -15.5% |
| All | -12.9% | +193.3% | -206.2% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling