+1,844.7%
KMB vs TXT
+2,193.3%
-348.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.1% | -1.5% |
| 7D | +0.5% | -2.5% | +3.0% | +0.8% |
| 30D | +12.4% | +14.4% | -2.0% | +9.9% |
| 3M | +1.0% | -4.9% | +5.9% | +1.6% |
| 6M | +12.1% | -10.2% | +22.4% | +13.7% |
| YTD | +11.6% | -4.1% | +15.7% | +11.8% |
| 1Y | +13.1% | +4.0% | +9.1% | +11.8% |
| 3Y | +1.6% | +8.0% | -6.4% | -1.2% |
| 5Y | -0.3% | +8.4% | -8.8% | -4.3% |
| 10Y | +37.9% | +116.6% | -78.7% | +11.9% |
| All | +1,844.7% | +2,193.3% | -348.6% | +729.6% |
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