+368.6%
KMB vs TECK
+2,171.4%
-1,802.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.6% |
| 7D | -3.0% | -0.3% | -2.7% | -3.0% |
| 30D | -5.5% | +4.6% | -10.1% | -5.7% |
| 3M | +14.0% | +2.8% | +11.1% | +13.6% |
| 6M | +4.1% | +24.9% | -20.8% | +2.5% |
| YTD | +8.0% | +44.7% | -36.7% | +5.4% |
| 1Y | -13.7% | +112.0% | -125.7% | -17.8% |
| 3Y | -5.9% | +67.6% | -73.5% | -10.1% |
| 5Y | -8.6% | +200.3% | -209.0% | -17.1% |
| 10Y | +17.3% | +358.2% | -340.9% | -1.3% |
| All | +368.6% | +2,171.4% | -1,802.8% | +253.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling