-8.6%
KMB vs TXG
+31.6%
-40.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.7% | -6.6% | -2.0% |
| 7D | -2.7% | +9.4% | -12.1% | -2.8% |
| 30D | -5.0% | +26.1% | -31.1% | -5.1% |
| 3M | +6.6% | +124.8% | -118.2% | +6.1% |
| 6M | +1.0% | +215.2% | -214.3% | +0.2% |
| YTD | +6.0% | +302.2% | -296.3% | +5.3% |
| 1Y | -16.6% | +370.9% | -387.6% | -17.1% |
| 3Y | -8.6% | +38.5% | -47.2% | -9.9% |
| All | -8.6% | +31.6% | -40.3% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling