+2.1%
KMB vs TDY
+68.3%
-66.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.1% |
| 7D | +0.9% | +4.1% | -3.1% | +0.5% |
| 30D | +10.1% | +5.7% | +4.4% | +9.2% |
| 3M | 0.0% | -4.4% | +4.5% | +0.4% |
| 6M | +15.7% | +1.2% | +14.5% | +15.2% |
| YTD | +12.6% | +26.0% | -13.4% | +8.3% |
| 1Y | +10.1% | +27.4% | -17.2% | +5.7% |
| 3Y | +2.1% | +67.5% | -65.4% | -7.3% |
| All | +2.1% | +68.3% | -66.1% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 3y: compounded portfolio wealth divided by compounded TDY 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…
3y analysis · Full analysis span regression · 6 months rolling