-14.8%
KMB vs TXT
-1.0%
-13.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | -4.2% | -4.8% | +0.6% | -3.3% |
| 30D | -6.6% | -10.6% | +4.0% | -4.6% |
| 3M | +12.6% | -13.2% | +25.8% | +15.2% |
| 6M | +2.9% | -20.3% | +23.2% | +5.8% |
| YTD | +6.8% | -9.3% | +16.0% | +8.6% |
| 1Y | -14.8% | -2.7% | -12.1% | -15.1% |
| All | -14.8% | -1.0% | -13.8% | -15.1% |
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