-1.3%
KMB vs TXT
+8.5%
-9.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.2% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | +10.1% | +13.3% | -3.3% | +8.2% |
| 3M | 0.0% | -5.0% | +5.0% | +0.5% |
| 6M | +15.7% | -8.4% | +24.1% | +16.6% |
| YTD | +12.6% | -4.0% | +16.6% | +12.8% |
| 1Y | +10.1% | +2.8% | +7.3% | +9.4% |
| 3Y | +2.1% | +10.3% | -8.1% | -0.4% |
| All | -1.3% | +8.5% | -9.9% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling