+38.3%
KMB vs TECK
+198.5%
-160.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.1% |
| 7D | +0.9% | -0.4% | +1.4% | +0.9% |
| 30D | +10.1% | -7.1% | +17.2% | +10.3% |
| 3M | 0.0% | -5.5% | +5.5% | +0.1% |
| 6M | +15.7% | -9.7% | +25.4% | +15.9% |
| YTD | +12.6% | +26.3% | -13.6% | +11.5% |
| 1Y | +10.1% | +44.4% | -34.2% | +8.5% |
| 3Y | +2.1% | +70.1% | -67.9% | -0.7% |
| 5Y | -0.7% | +125.8% | -126.5% | -5.9% |
| All | +38.3% | +198.5% | -160.2% | +19.6% |
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