+332.6%
KMB vs TCOM
+2,694.8%
-2,362.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.6% |
| 7D | -3.0% | -9.5% | +6.5% | -2.6% |
| 30D | -5.5% | -10.7% | +5.3% | -5.0% |
| 3M | +14.0% | -14.6% | +28.6% | +14.7% |
| 6M | +4.1% | -19.3% | +23.4% | +5.0% |
| YTD | +8.0% | -42.9% | +51.0% | +10.7% |
| 1Y | -13.7% | -43.8% | +30.0% | -11.6% |
| 3Y | -5.9% | +2.1% | -8.0% | -7.4% |
| 5Y | -8.6% | +31.2% | -39.8% | -12.8% |
| 10Y | +17.3% | -13.9% | +31.2% | +12.1% |
| All | +332.6% | +2,694.8% | -2,362.2% | +209.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling