-14.5%
KMB vs TEM
+90.1%
-104.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.0% | -9.8% | -1.8% |
| 7D | +0.5% | +5.3% | -4.8% | +0.5% |
| 30D | +12.4% | +8.1% | +4.3% | +12.4% |
| 3M | +1.0% | +64.9% | -63.9% | +1.2% |
| 6M | +12.1% | +42.1% | -30.0% | +12.3% |
| YTD | +11.6% | +28.8% | -17.2% | +11.7% |
| 1Y | +13.1% | +5.5% | +7.6% | +13.1% |
| All | -14.5% | +90.1% | -104.6% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling