+2.7%
KMB vs TD
+105.4%
-102.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.7% | +3.0% |
| 7D | +3.4% | -0.6% | +4.0% | +3.5% |
| 30D | +14.7% | +7.9% | +6.8% | +13.4% |
| 3M | +3.3% | +3.1% | +0.1% | +2.7% |
| 6M | +16.8% | +17.2% | -0.4% | +13.8% |
| YTD | +15.2% | +34.7% | -19.5% | +9.9% |
| 1Y | +13.3% | +56.9% | -43.6% | +5.5% |
| 3Y | +5.4% | +134.7% | -129.3% | -8.1% |
| 5Y | +2.7% | +104.8% | -102.1% | -9.1% |
| All | +2.7% | +105.4% | -102.7% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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