+1,844.7%
KMB vs THC
+550.9%
+1,293.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.8% |
| 7D | +0.5% | +3.7% | -3.2% | +0.2% |
| 30D | +12.4% | +9.0% | +3.3% | +11.7% |
| 3M | +1.0% | +10.4% | -9.4% | +0.3% |
| 6M | +12.1% | +45.7% | -33.5% | +9.1% |
| YTD | +11.6% | +42.6% | -31.0% | +8.5% |
| 1Y | +13.1% | +38.8% | -25.6% | +10.1% |
| 3Y | +1.6% | +418.8% | -417.3% | -10.3% |
| 5Y | -0.3% | +275.7% | -276.0% | -11.7% |
| 10Y | +37.9% | +1,496.2% | -1,458.3% | +2.7% |
| All | +1,844.7% | +550.9% | +1,293.9% | +1,097.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling