+1,844.7%
KMB vs TAP
+821.1%
+1,023.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | -1.0% |
| 7D | +0.5% | +0.5% | -0.1% | +0.3% |
| 30D | +12.4% | +9.1% | +3.2% | +10.5% |
| 3M | +1.0% | -3.8% | +4.8% | +1.6% |
| 6M | +12.1% | -3.4% | +15.6% | +12.7% |
| YTD | +11.6% | -10.6% | +22.3% | +13.6% |
| 1Y | +13.1% | -4.4% | +17.5% | +13.6% |
| 3Y | +1.6% | -24.4% | +25.9% | +5.7% |
| 5Y | -0.3% | +2.1% | -2.4% | -2.5% |
| 10Y | +37.9% | -48.7% | +86.7% | +46.8% |
| All | +1,844.7% | +821.1% | +1,023.6% | +1,144.9% |
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 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