-13.7%
KMB vs IDXX
-26.5%
+12.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.3% |
| 7D | -6.5% | -5.7% | -0.8% | -6.1% |
| 30D | -8.8% | -11.5% | +2.7% | -8.0% |
| 3M | -2.2% | -9.5% | +7.4% | -1.4% |
| 6M | +0.7% | -16.0% | +16.6% | +1.8% |
| YTD | +1.0% | -25.4% | +26.4% | +2.8% |
| 1Y | -20.3% | -21.8% | +1.5% | -19.3% |
| 3Y | -13.3% | +7.0% | -20.3% | -15.9% |
| All | -13.7% | -26.5% | +12.9% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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