+38.3%
KMB vs THC
+1,813.2%
-1,775.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.1% |
| 7D | +0.9% | +1.0% | 0.0% | +0.9% |
| 30D | +10.1% | +5.3% | +4.8% | +9.8% |
| 3M | 0.0% | +7.1% | -7.1% | -0.3% |
| 6M | +15.7% | +46.0% | -30.3% | +13.5% |
| YTD | +12.6% | +43.9% | -31.3% | +10.5% |
| 1Y | +10.1% | +45.4% | -35.3% | +7.9% |
| 3Y | +2.1% | +421.3% | -419.1% | -5.4% |
| 5Y | -0.7% | +261.5% | -262.1% | -7.9% |
| All | +38.3% | +1,813.2% | -1,775.0% | +21.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling