-14.8%
KMB vs FOXA
+9.1%
-23.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.4% | +0.6% | -2.4% |
| 7D | -4.2% | -4.0% | -0.2% | -3.8% |
| 30D | -6.6% | +12.0% | -18.6% | -7.5% |
| 3M | +12.6% | +0.3% | +12.4% | +11.6% |
| 6M | +2.9% | +12.5% | -9.6% | +0.7% |
| YTD | +6.8% | -9.6% | +16.4% | +7.9% |
| 1Y | -14.8% | +8.6% | -23.4% | -18.5% |
| All | -14.8% | +9.1% | -23.9% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 1y: compounded portfolio wealth divided by compounded FOXA 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…
1y analysis · Full analysis span regression · 6 months rolling