-17.2%
KMB vs TEM
+61.6%
-78.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -3.0% | +0.9% | -3.9% | -3.0% |
| 30D | -5.5% | +38.4% | -43.8% | -5.3% |
| 3M | +14.0% | +23.7% | -9.7% | +14.1% |
| 6M | +4.1% | +26.0% | -21.9% | +4.2% |
| YTD | +8.0% | +9.4% | -1.4% | +8.0% |
| 1Y | -13.7% | -17.3% | +3.5% | -13.9% |
| All | -17.2% | +61.6% | -78.8% | -17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling