+214.0%
KMB vs COPX
+186.2%
+27.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | -3.0% | -4.0% | +0.9% | -2.7% |
| 30D | -5.5% | +4.5% | -10.0% | -5.9% |
| 3M | +14.0% | +0.8% | +13.2% | +13.5% |
| 6M | +4.1% | +3.2% | +0.9% | +3.1% |
| YTD | +8.0% | +26.7% | -18.7% | +4.7% |
| 1Y | -13.7% | +85.7% | -99.4% | -19.6% |
| 3Y | -5.9% | +151.2% | -157.1% | -16.1% |
| 5Y | -8.6% | +170.0% | -178.6% | -20.4% |
| 10Y | +17.3% | +572.9% | -555.6% | -14.4% |
| All | +214.0% | +186.2% | +27.8% | +143.3% |
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