-10.9%
KMB vs TCOM
+26.3%
-37.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.9% |
| 7D | -2.7% | -7.6% | +4.9% | -2.7% |
| 30D | -5.0% | -12.2% | +7.2% | -5.0% |
| 3M | +6.6% | -14.2% | +20.8% | +6.6% |
| 6M | +1.0% | -25.0% | +26.0% | +1.1% |
| YTD | +6.0% | -43.7% | +49.6% | +6.2% |
| 1Y | -16.6% | -44.5% | +27.9% | -16.4% |
| 3Y | -8.6% | +13.4% | -22.1% | -8.9% |
| 5Y | -10.9% | +26.5% | -37.3% | -12.7% |
| All | -10.9% | +26.3% | -37.2% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling