-19.1%
KMB vs TENB
+4.2%
-23.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.9% | +4.6% | -0.4% |
| 7D | -7.7% | -7.1% | -0.5% | -7.9% |
| 30D | -8.2% | -15.4% | +7.1% | -8.6% |
| 3M | -1.9% | +19.5% | -21.4% | -0.9% |
| 6M | -0.7% | +54.8% | -55.5% | +1.6% |
| YTD | +1.4% | +36.1% | -34.7% | +4.5% |
| 1Y | -19.1% | +7.0% | -26.1% | -14.0% |
| All | -19.1% | +4.2% | -23.3% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 1y: compounded portfolio wealth divided by compounded TENB 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…
1y analysis · Full analysis span regression · 6 months rolling