+631.9%
KMB vs TD
+7,879.0%
-7,247.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.3% |
| 7D | -3.0% | +0.3% | -3.4% | -3.1% |
| 30D | -5.5% | +0.4% | -5.9% | -5.6% |
| 3M | +14.0% | +7.6% | +6.3% | +11.9% |
| 6M | +4.1% | +25.0% | -20.9% | -1.4% |
| YTD | +8.0% | +31.0% | -23.0% | +1.2% |
| 1Y | -13.7% | +65.2% | -78.9% | -23.5% |
| 3Y | -5.9% | +122.5% | -128.4% | -22.8% |
| 5Y | -8.6% | +124.8% | -133.4% | -26.0% |
| 10Y | +17.3% | +298.2% | -280.9% | -19.5% |
| All | +631.9% | +7,879.0% | -7,247.1% | +119.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling