-0.1%
KMB vs TXG
-62.5%
+62.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -1.0% |
| 7D | +6.0% | -3.7% | +9.7% | +6.0% |
| 30D | +13.5% | -22.0% | +35.5% | +13.7% |
| 3M | +3.8% | +7.4% | -3.6% | +3.4% |
| 6M | +15.6% | +191.2% | -175.6% | +13.2% |
| YTD | +14.0% | +285.7% | -271.6% | +11.2% |
| 1Y | +12.9% | +268.3% | -255.3% | +10.2% |
| 3Y | +3.7% | +77.3% | -73.6% | +2.4% |
| 5Y | -0.1% | -62.3% | +62.3% | -9.0% |
| All | -0.1% | -62.5% | +62.4% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling