+10.1%
KMB vs FOXA
+86.3%
-76.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.8% |
| 7D | -8.6% | -5.4% | -3.2% | -8.0% |
| 30D | -7.5% | +1.1% | -8.7% | -7.7% |
| 3M | -0.6% | -6.1% | +5.5% | -0.3% |
| 6M | -1.5% | +8.2% | -9.8% | -3.1% |
| YTD | +1.6% | -11.8% | +13.4% | +2.6% |
| 1Y | -20.8% | +9.9% | -30.7% | -22.4% |
| 3Y | -12.4% | +110.7% | -123.1% | -22.1% |
| 5Y | -12.9% | +86.9% | -99.9% | -22.2% |
| All | +10.1% | +86.3% | -76.2% | -10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling