+21.4%
KMB vs FOXA
+98.3%
-76.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.8% |
| 7D | +0.1% | -2.4% | +2.5% | +0.4% |
| 30D | +10.2% | +8.6% | +1.6% | +9.0% |
| 3M | +1.5% | +9.9% | -8.4% | +0.2% |
| 6M | +16.6% | +0.8% | +15.8% | +15.9% |
| YTD | +12.1% | -6.1% | +18.2% | +12.2% |
| 1Y | +11.1% | +3.3% | +7.8% | +9.7% |
| 3Y | +1.9% | +133.5% | -131.6% | -10.6% |
| 5Y | -1.3% | +75.8% | -77.1% | -10.8% |
| All | +21.4% | +98.3% | -76.9% | -1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling