+14.7%
KMB vs TECK
+372.8%
-358.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -4.0% |
| 7D | -8.6% | +4.9% | -13.5% | -8.7% |
| 30D | -7.5% | +5.2% | -12.7% | -7.7% |
| 3M | -0.6% | +13.8% | -14.4% | -1.1% |
| 6M | -1.5% | +38.5% | -40.0% | -2.7% |
| YTD | +1.6% | +47.3% | -45.7% | +0.2% |
| 1Y | -20.8% | +81.0% | -101.8% | -22.4% |
| 3Y | -12.4% | +79.9% | -92.3% | -14.9% |
| 5Y | -12.9% | +207.9% | -220.8% | -18.5% |
| 10Y | +14.7% | +389.5% | -374.8% | -0.2% |
| All | +14.7% | +372.8% | -358.1% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 10y: compounded portfolio wealth divided by compounded TECK 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…
10y analysis · Full analysis span regression · 6 months rolling