+309.3%
KMB vs TDY
+7,137.3%
-6,828.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | -3.0% | -1.8% | -1.2% | -2.8% |
| 30D | -5.5% | -10.7% | +5.2% | -4.3% |
| 3M | +14.0% | -1.3% | +15.3% | +14.0% |
| 6M | +4.1% | -10.6% | +14.6% | +5.2% |
| YTD | +8.0% | +19.6% | -11.5% | +5.5% |
| 1Y | -13.7% | +11.6% | -25.4% | -15.1% |
| 3Y | -5.9% | +45.2% | -51.2% | -10.6% |
| 5Y | -8.6% | +36.1% | -44.7% | -13.0% |
| 10Y | +17.3% | +458.8% | -441.6% | -5.2% |
| All | +309.3% | +7,137.3% | -6,828.0% | +163.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling