-18.9%
KMB vs TXG
+399.2%
-418.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.6% | -6.7% | -4.1% |
| 7D | -8.6% | +9.1% | -17.8% | -8.7% |
| 30D | -7.5% | +14.9% | -22.4% | -7.8% |
| 3M | -0.6% | +120.0% | -120.6% | -2.4% |
| 6M | -1.5% | +221.8% | -223.4% | -4.9% |
| YTD | +1.6% | +312.6% | -311.0% | -1.5% |
| All | -18.9% | +399.2% | -418.1% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling