+6.0%
KMB vs TXG
+7.8%
-1.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.1% |
| 7D | +0.9% | -1.8% | +2.8% | +1.0% |
| 30D | +10.1% | -20.4% | +30.5% | +10.4% |
| 3M | 0.0% | +0.1% | 0.0% | -0.3% |
| 6M | +15.7% | +176.2% | -160.5% | +12.6% |
| YTD | +12.6% | +256.8% | -244.1% | +8.9% |
| 1Y | +10.1% | +255.9% | -245.8% | +6.5% |
| 3Y | +2.1% | +60.2% | -58.1% | +0.1% |
| 5Y | -0.7% | -65.1% | +64.4% | -0.4% |
| All | +6.0% | +7.8% | -1.7% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling