+17.1%
KMB vs FOXA
+90.8%
-73.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -1.2% |
| 7D | -3.0% | -4.0% | +0.9% | -2.6% |
| 30D | -5.5% | +12.0% | -17.5% | -6.9% |
| 3M | +14.0% | +0.3% | +13.7% | +13.4% |
| 6M | +4.1% | +12.5% | -8.4% | +2.0% |
| YTD | +8.0% | -9.6% | +17.7% | +8.7% |
| 1Y | -13.7% | +8.6% | -22.3% | -15.4% |
| 3Y | -5.9% | +118.5% | -124.5% | -16.8% |
| 5Y | -8.6% | +88.8% | -97.4% | -18.4% |
| All | +17.1% | +90.8% | -73.8% | -4.7% |
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