-5.6%
KMB vs TXT
+1.6%
-7.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | -3.0% | -4.8% | +1.7% | -2.4% |
| 30D | -5.5% | -10.6% | +5.1% | -4.1% |
| 3M | +14.0% | -13.2% | +27.2% | +15.9% |
| 6M | +4.1% | -20.3% | +24.4% | +6.7% |
| YTD | +8.0% | -9.3% | +17.3% | +9.3% |
| 1Y | -13.7% | -2.7% | -11.1% | -13.5% |
| All | -5.6% | +1.6% | -7.2% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling