-16.4%
KMB vs TLN
+589.3%
-605.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -4.2% |
| 7D | -8.6% | +5.8% | -14.4% | -8.3% |
| 30D | -7.5% | -6.9% | -0.7% | -7.8% |
| 3M | -0.6% | -10.9% | +10.3% | -1.1% |
| 6M | -1.5% | -4.6% | +3.1% | -1.5% |
| YTD | +1.6% | -14.7% | +16.3% | +1.2% |
| 1Y | -20.8% | -17.9% | -2.9% | -21.1% |
| 3Y | -12.4% | +483.9% | -496.3% | -4.4% |
| All | -16.4% | +589.3% | -605.7% | -7.1% |
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