-0.1%
KMB vs FOXA
+76.4%
-76.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -1.0% |
| 7D | +6.0% | +0.4% | +5.6% | +6.0% |
| 30D | +13.5% | +7.9% | +5.5% | +12.6% |
| 3M | +3.8% | +6.7% | -2.9% | +3.0% |
| 6M | +15.6% | +7.5% | +8.1% | +14.1% |
| YTD | +14.0% | -6.9% | +21.0% | +14.2% |
| 1Y | +12.9% | +2.2% | +10.7% | +11.8% |
| 3Y | +3.7% | +131.4% | -127.7% | -6.7% |
| 5Y | -0.1% | +76.2% | -76.3% | -6.8% |
| All | -0.1% | +76.4% | -76.5% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling