+18.0%
KMB vs THC
+1,000.2%
-982.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.6% |
| 7D | -3.0% | -0.7% | -2.4% | -3.0% |
| 30D | -5.5% | +1.3% | -6.7% | -5.5% |
| 3M | +14.0% | +64.2% | -50.3% | +11.4% |
| 6M | +4.1% | +8.3% | -4.2% | +3.5% |
| YTD | +8.0% | +33.4% | -25.3% | +6.4% |
| 1Y | -13.7% | +37.7% | -51.4% | -15.2% |
| 3Y | -5.9% | +236.8% | -242.7% | -11.4% |
| 5Y | -8.6% | +249.3% | -257.9% | -15.1% |
| All | +18.0% | +1,000.2% | -982.2% | +5.5% |
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 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