+13.5%
KMB vs TKO
+989.7%
-976.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -6.5% | +2.3% | -8.8% | -6.7% |
| 30D | -8.8% | -2.5% | -6.3% | -8.7% |
| 3M | -2.2% | -10.6% | +8.4% | -1.4% |
| 6M | +0.7% | -5.1% | +5.7% | +0.9% |
| YTD | +1.0% | -8.2% | +9.3% | +1.4% |
| 1Y | -20.3% | -4.4% | -15.9% | -20.3% |
| 3Y | -13.3% | +100.4% | -113.6% | -18.8% |
| 5Y | -12.9% | +294.3% | -307.2% | -23.9% |
| All | +13.5% | +989.7% | -976.2% | -8.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling