+227.4%
KMB vs COPX
+118.6%
+108.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +2.3% |
| 7D | +0.9% | -2.8% | +3.8% | +1.2% |
| 30D | +10.1% | -14.3% | +24.4% | +11.5% |
| 3M | 0.0% | -19.0% | +19.1% | +1.7% |
| 6M | +15.7% | -24.4% | +40.1% | +17.9% |
| YTD | +12.6% | -3.2% | +15.9% | +11.6% |
| 1Y | +10.1% | +15.2% | -5.0% | +7.2% |
| 3Y | +2.1% | +127.6% | -125.5% | -8.5% |
| 5Y | -0.7% | +106.0% | -106.7% | -11.4% |
| 10Y | +38.5% | +313.7% | -275.2% | +6.5% |
| All | +227.4% | +118.6% | +108.8% | +159.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling