+13.6%
KMB vs TKO
+5.6%
+8.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.4% | +0.8% | +3.7% |
| 7D | +0.4% | +11.3% | -10.9% | -1.2% |
| 30D | +14.0% | +9.3% | +4.7% | +12.5% |
| 3M | -1.3% | +5.3% | -6.6% | -2.0% |
| 6M | +16.7% | +4.9% | +11.8% | +15.8% |
| YTD | +12.0% | -6.3% | +18.3% | +11.9% |
| 1Y | +13.6% | +4.9% | +8.7% | +13.8% |
| All | +13.6% | +5.6% | +8.0% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 1y: compounded portfolio wealth divided by compounded TKO 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…
1y analysis · Full analysis span regression · 6 months rolling