+41.1%
KMB vs TAP
-48.8%
+90.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.1% |
| 7D | +6.0% | -4.5% | +10.5% | +7.3% |
| 30D | +13.5% | +7.5% | +6.0% | +11.3% |
| 3M | +3.8% | -4.9% | +8.6% | +4.9% |
| 6M | +15.6% | -3.5% | +19.1% | +16.3% |
| YTD | +14.0% | -11.4% | +25.4% | +17.0% |
| 1Y | +12.9% | -10.8% | +23.7% | +15.6% |
| 3Y | +3.7% | -24.5% | +28.2% | +9.5% |
| 5Y | -0.1% | +2.5% | -2.5% | -3.8% |
| 10Y | +41.1% | -47.6% | +88.7% | +48.9% |
| All | +41.1% | -48.8% | +90.0% | +48.9% |
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