+13.8%
KMB vs TXT
+103.1%
-89.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | -0.1% |
| 7D | -7.7% | -0.2% | -7.5% | -7.7% |
| 30D | -8.2% | -10.2% | +2.0% | -6.9% |
| 3M | -1.9% | -13.3% | +11.4% | -0.1% |
| 6M | -0.7% | -14.4% | +13.7% | +1.2% |
| YTD | +1.4% | -9.1% | +10.5% | +2.4% |
| 1Y | -19.1% | -2.2% | -17.0% | -19.2% |
| 3Y | -12.6% | +5.1% | -17.7% | -14.2% |
| 5Y | -12.7% | +12.8% | -25.5% | -16.1% |
| All | +13.8% | +103.1% | -89.2% | -6.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling