-7.8%
KMB vs TLN
+716.6%
-724.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.9% | -6.6% | -1.4% |
| 7D | +0.1% | +15.9% | -15.8% | +1.1% |
| 30D | +10.2% | -0.3% | +10.5% | +10.5% |
| 3M | +1.5% | +5.8% | -4.4% | +2.2% |
| 6M | +16.6% | -1.2% | +17.9% | +17.2% |
| YTD | +12.1% | +1.0% | +11.0% | +13.0% |
| 1Y | +11.1% | +1.1% | +10.0% | +12.2% |
| 3Y | +1.9% | +591.7% | -589.8% | +12.3% |
| All | -7.8% | +716.6% | -724.5% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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