+399.7%
KMB vs TECK
+2,028.7%
-1,628.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.0% | -3.7% | +2.9% |
| 7D | +3.4% | +3.1% | +0.3% | +3.2% |
| 30D | +14.7% | -5.0% | +19.7% | +14.9% |
| 3M | +3.3% | -2.6% | +5.9% | +3.3% |
| 6M | +16.8% | 0.0% | +16.8% | +16.4% |
| YTD | +15.2% | +35.6% | -20.4% | +12.6% |
| 1Y | +13.3% | +58.1% | -44.8% | +9.8% |
| 3Y | +5.4% | +93.3% | -87.9% | -0.1% |
| 5Y | +2.7% | +153.7% | -151.0% | -5.8% |
| 10Y | +38.7% | +226.7% | -188.1% | +19.3% |
| All | +399.7% | +2,028.7% | -1,628.9% | +277.6% |
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 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