+31.0%
KMB vs TENB
+3.0%
+28.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.6% |
| 7D | -3.0% | -9.1% | +6.0% | -2.9% |
| 30D | -5.5% | -4.9% | -0.6% | -5.4% |
| 3M | +14.0% | +16.9% | -3.0% | +13.4% |
| 6M | +4.1% | +68.0% | -63.9% | +2.6% |
| YTD | +8.0% | +45.6% | -37.5% | +6.8% |
| 1Y | -13.7% | +12.7% | -26.5% | -14.1% |
| 3Y | -5.9% | -24.4% | +18.4% | -5.6% |
| 5Y | -8.6% | -26.7% | +18.1% | -9.2% |
| All | +31.0% | +3.0% | +28.0% | +25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling