+38.7%
KMB vs THC
+1,325.8%
-1,287.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.2% | +3.1% |
| 7D | +3.4% | +7.5% | -4.1% | +3.0% |
| 30D | +14.7% | +9.6% | +5.1% | +14.2% |
| 3M | +3.3% | +10.3% | -7.0% | +2.8% |
| 6M | +16.8% | +51.8% | -35.0% | +14.4% |
| YTD | +15.2% | +45.4% | -30.2% | +13.0% |
| 1Y | +13.3% | +40.8% | -27.5% | +11.2% |
| 3Y | +5.4% | +448.8% | -443.4% | -2.6% |
| 5Y | +2.7% | +263.4% | -260.7% | -4.8% |
| 10Y | +38.7% | +1,800.1% | -1,761.4% | +21.4% |
| All | +38.7% | +1,325.8% | -1,287.1% | +21.4% |
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