-11.8%
KMB vs TEM
+111.1%
-122.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +11.0% | -7.8% | +3.3% |
| 7D | +3.4% | +7.6% | -4.2% | +3.4% |
| 30D | +14.7% | +19.0% | -4.4% | +14.8% |
| 3M | +3.3% | +62.2% | -59.0% | +3.5% |
| 6M | +16.8% | +69.4% | -52.6% | +17.1% |
| YTD | +15.2% | +43.0% | -27.8% | +15.4% |
| 1Y | +13.3% | +18.0% | -4.7% | +13.3% |
| All | -11.8% | +111.1% | -122.9% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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