+2.7%
KMB vs TECK
+150.4%
-147.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.0% | -3.7% | +3.3% |
| 7D | +3.4% | +3.1% | +0.3% | +3.4% |
| 30D | +14.7% | -5.0% | +19.7% | +14.6% |
| 3M | +3.3% | -2.6% | +5.9% | +3.3% |
| 6M | +16.8% | 0.0% | +16.8% | +16.9% |
| YTD | +15.2% | +35.6% | -20.4% | +15.5% |
| 1Y | +13.3% | +58.1% | -44.8% | +13.7% |
| 3Y | +5.4% | +93.3% | -87.9% | +5.5% |
| 5Y | +2.7% | +153.7% | -151.0% | +4.9% |
| All | +2.7% | +150.4% | -147.7% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling