-19.1%
KMB vs TCOM
-46.8%
+27.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | -0.3% |
| 7D | -7.7% | -6.5% | -1.2% | -7.9% |
| 30D | -8.2% | -16.2% | +8.0% | -8.8% |
| 3M | -1.9% | -19.3% | +17.4% | -2.8% |
| 6M | -0.7% | -27.2% | +26.6% | -2.1% |
| YTD | +1.4% | -46.2% | +47.6% | -2.2% |
| 1Y | -19.1% | -46.6% | +27.5% | -21.5% |
| All | -19.1% | -46.8% | +27.7% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling