-4.9%
KMB vs TXG
+27.0%
-31.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.7% | -0.4% |
| 7D | -6.5% | +9.5% | -16.0% | -6.7% |
| 30D | -8.8% | +18.8% | -27.6% | -9.2% |
| 3M | -2.2% | +136.1% | -138.3% | -4.1% |
| 6M | +0.7% | +235.2% | -234.6% | -2.2% |
| YTD | +1.0% | +320.5% | -319.5% | -2.4% |
| 1Y | -20.3% | +425.2% | -445.5% | -23.5% |
| 3Y | -13.3% | +42.9% | -56.2% | -14.4% |
| 5Y | -12.9% | -62.8% | +49.9% | -12.5% |
| All | -4.9% | +27.0% | -31.9% | -16.1% |
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