+41.1%
KMB vs THC
+1,758.3%
-1,717.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.5% | -1.1% |
| 7D | +6.0% | +8.8% | -2.8% | +5.6% |
| 30D | +13.5% | +10.0% | +3.5% | +13.0% |
| 3M | +3.8% | +11.7% | -7.9% | +3.2% |
| 6M | +15.6% | +52.5% | -36.9% | +13.2% |
| YTD | +14.0% | +46.1% | -32.1% | +11.8% |
| 1Y | +12.9% | +49.1% | -36.2% | +10.6% |
| 3Y | +3.7% | +439.6% | -435.9% | -4.1% |
| 5Y | -0.1% | +263.2% | -263.2% | -7.3% |
| 10Y | +41.1% | +1,900.5% | -1,859.3% | +25.5% |
| All | +41.1% | +1,758.3% | -1,717.2% | +25.5% |
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