-18.8%
KMB vs TEM
+60.7%
-79.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.9% |
| 7D | -2.7% | +3.2% | -6.0% | -2.7% |
| 30D | -5.0% | +23.5% | -28.5% | -5.0% |
| 3M | +6.6% | +32.3% | -25.7% | +6.7% |
| 6M | +1.0% | +23.0% | -22.0% | +1.1% |
| YTD | +6.0% | +8.9% | -2.9% | +6.0% |
| 1Y | -16.6% | -19.9% | +3.2% | -16.8% |
| All | -18.8% | +60.7% | -79.6% | -18.6% |
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