+5.9%
OXY vs KMB
+15.0%
-9.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | +1.4% | -7.7% | +9.0% | +2.2% |
| 30D | +4.0% | -8.2% | +12.2% | +4.9% |
| 3M | +7.6% | -1.9% | +9.5% | +7.5% |
| 6M | +16.2% | -0.7% | +16.9% | +15.7% |
| YTD | +50.8% | +1.4% | +49.4% | +49.6% |
| 1Y | +34.7% | -19.1% | +53.8% | +38.1% |
| 3Y | -1.0% | -12.6% | +11.6% | -0.6% |
| 5Y | +163.2% | -12.7% | +175.8% | +161.4% |
| All | +5.9% | +15.0% | -9.1% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded KMB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling