-10.9%
KMB vs TECK
+207.5%
-218.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.2% | -6.1% | -1.9% |
| 7D | -2.7% | +7.8% | -10.5% | -2.6% |
| 30D | -5.0% | +8.3% | -13.3% | -4.9% |
| 3M | +6.6% | +16.1% | -9.5% | +6.8% |
| 6M | +1.0% | +42.9% | -41.9% | +1.3% |
| YTD | +6.0% | +50.8% | -44.8% | +6.4% |
| 1Y | -16.6% | +106.1% | -122.7% | -16.0% |
| 3Y | -8.6% | +84.0% | -92.7% | -8.3% |
| 5Y | -10.9% | +223.5% | -234.3% | -7.8% |
| All | -10.9% | +207.5% | -218.3% | -7.8% |
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