+348.6%
KMB vs TCOM
+2,870.5%
-2,521.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.7% |
| 7D | +0.1% | +2.2% | -2.1% | 0.0% |
| 30D | +10.2% | +12.5% | -2.3% | +9.6% |
| 3M | +1.5% | -5.6% | +7.1% | +1.7% |
| 6M | +16.6% | -16.5% | +33.1% | +17.5% |
| YTD | +12.1% | -39.4% | +51.4% | +14.5% |
| 1Y | +11.1% | -41.0% | +52.0% | +13.6% |
| 3Y | +1.9% | +29.2% | -27.3% | -0.8% |
| 5Y | -1.3% | +41.6% | -42.9% | -6.1% |
| 10Y | +37.8% | +6.6% | +31.2% | +30.0% |
| All | +348.6% | +2,870.5% | -2,521.9% | +219.6% |
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