+1,183.0%
KMB vs IDXX
+53,929.9%
-52,746.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.1% |
| 7D | -7.7% | -4.3% | -3.4% | -7.3% |
| 30D | -8.2% | -13.7% | +5.5% | -7.0% |
| 3M | -1.9% | -9.1% | +7.2% | -1.1% |
| 6M | -0.7% | -15.4% | +14.7% | +0.8% |
| YTD | +1.4% | -25.1% | +26.5% | +3.9% |
| 1Y | -19.1% | -20.6% | +1.5% | -17.9% |
| 3Y | -12.6% | +8.7% | -21.3% | -14.7% |
| 5Y | -12.7% | -25.7% | +13.0% | -12.8% |
| 10Y | +14.5% | +360.6% | -346.1% | -4.1% |
| All | +1,183.0% | +53,929.9% | -52,746.9% | +679.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling