+423.6%
KMB vs TKO
+1,446.8%
-1,023.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +2.0% |
| 7D | +0.9% | +2.3% | -1.4% | +0.8% |
| 30D | +10.1% | +13.4% | -3.3% | +9.2% |
| 3M | 0.0% | -1.7% | +1.8% | +0.1% |
| 6M | +15.7% | +7.2% | +8.5% | +15.0% |
| YTD | +12.6% | -5.4% | +18.0% | +12.8% |
| 1Y | +10.1% | +8.7% | +1.4% | +9.3% |
| 3Y | +2.1% | +150.4% | -148.3% | -4.7% |
| 5Y | -0.7% | +276.6% | -277.3% | -10.6% |
| 10Y | +38.5% | +1,134.6% | -1,096.1% | +13.0% |
| All | +423.6% | +1,446.8% | -1,023.2% | +259.7% |
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