+1,782.5%
KMB vs TXT
+2,070.1%
-287.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -3.0% | -4.8% | +1.7% | -2.3% |
| 30D | -5.5% | -10.6% | +5.1% | -3.8% |
| 3M | +14.0% | -13.2% | +27.2% | +16.4% |
| 6M | +4.1% | -20.3% | +24.4% | +7.7% |
| YTD | +8.0% | -9.3% | +17.3% | +9.3% |
| 1Y | -13.7% | -2.7% | -11.1% | -13.8% |
| 3Y | -5.9% | +1.4% | -7.3% | -7.5% |
| 5Y | -8.6% | +9.6% | -18.2% | -12.4% |
| 10Y | +17.3% | +94.9% | -77.6% | -3.2% |
| All | +1,782.5% | +2,070.1% | -287.5% | +711.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling