-15.0%
KMB vs TLN
-19.1%
+4.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.8% | -5.4% | -1.4% |
| 7D | -3.0% | +7.1% | -10.1% | -2.7% |
| 30D | -5.5% | -3.9% | -1.6% | -5.6% |
| 3M | +14.0% | -16.2% | +30.1% | +13.0% |
| 6M | +4.1% | -5.8% | +9.9% | +3.6% |
| YTD | +8.0% | -15.4% | +23.5% | +7.2% |
| All | -15.0% | -19.1% | +4.1% | -17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling