+38.7%
KMB vs TAP
-49.5%
+88.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.4% | +3.5% |
| 7D | +3.4% | -7.8% | +11.2% | +5.7% |
| 30D | +14.7% | +7.1% | +7.6% | +12.5% |
| 3M | +3.3% | -7.0% | +10.3% | +5.1% |
| 6M | +16.8% | -3.8% | +20.6% | +17.7% |
| YTD | +15.2% | -11.7% | +26.9% | +18.3% |
| 1Y | +13.3% | -10.1% | +23.4% | +15.7% |
| 3Y | +5.4% | -23.7% | +29.1% | +11.1% |
| 5Y | +2.7% | +2.9% | -0.2% | -1.3% |
| 10Y | +38.7% | -49.5% | +88.1% | +49.7% |
| All | +38.7% | -49.5% | +88.2% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling