+402.2%
KMB vs TKO
+1,366.4%
-964.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.5% |
| 7D | -3.0% | +0.7% | -3.8% | -3.1% |
| 30D | -5.5% | +1.6% | -7.1% | -5.6% |
| 3M | +14.0% | -7.8% | +21.8% | +14.5% |
| 6M | +4.1% | -13.3% | +17.4% | +4.9% |
| YTD | +8.0% | -10.3% | +18.3% | +8.6% |
| 1Y | -13.7% | -0.6% | -13.1% | -13.9% |
| 3Y | -5.9% | +88.5% | -94.4% | -10.7% |
| 5Y | -8.6% | +284.7% | -293.3% | -17.9% |
| 10Y | +17.3% | +905.7% | -888.4% | -3.1% |
| All | +402.2% | +1,366.4% | -964.1% | +246.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling