+13.6%
KMB vs TXT
+9.2%
+4.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.3% | +5.4% | +4.4% |
| 7D | +0.4% | +10.6% | -10.3% | -1.7% |
| 30D | +14.0% | +14.4% | -0.4% | +10.9% |
| 3M | -1.3% | -2.7% | +1.4% | -1.0% |
| 6M | +16.7% | -4.7% | +21.4% | +17.0% |
| YTD | +12.0% | -0.5% | +12.5% | +12.3% |
| 1Y | +13.6% | +8.7% | +4.9% | +10.2% |
| All | +13.6% | +9.2% | +4.5% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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