+1,782.5%
KMB vs TAP
+825.0%
+957.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -3.0% | -2.3% | -0.7% | -2.6% |
| 30D | -5.5% | -2.1% | -3.3% | -5.1% |
| 3M | +14.0% | +6.6% | +7.4% | +12.6% |
| 6M | +4.1% | -11.5% | +15.6% | +6.3% |
| YTD | +8.0% | -10.3% | +18.3% | +10.0% |
| 1Y | -13.7% | -14.4% | +0.6% | -11.5% |
| 3Y | -5.9% | -28.3% | +22.3% | -1.1% |
| 5Y | -8.6% | +1.7% | -10.3% | -10.6% |
| 10Y | +17.3% | -49.2% | +66.5% | +25.1% |
| All | +1,782.5% | +825.0% | +957.5% | +1,105.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling