-14.8%
KMB vs THC
+40.9%
-55.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -2.8% |
| 7D | -4.2% | -0.7% | -3.5% | -4.1% |
| 30D | -6.6% | +1.3% | -7.9% | -6.8% |
| 3M | +12.6% | +64.2% | -51.6% | +6.2% |
| 6M | +2.9% | +8.3% | -5.4% | +0.7% |
| YTD | +6.8% | +33.4% | -26.6% | +2.0% |
| 1Y | -14.8% | +37.7% | -52.4% | -19.5% |
| All | -14.8% | +40.9% | -55.6% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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