+38.3%
KMB vs TNA
+33.3%
+5.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.2% |
| 7D | +0.9% | +3.7% | -2.8% | +0.7% |
| 30D | +10.1% | +4.4% | +5.7% | +9.6% |
| 3M | 0.0% | -26.7% | +26.7% | +1.9% |
| 6M | +15.7% | -12.8% | +28.5% | +16.2% |
| YTD | +12.6% | +22.7% | -10.0% | +10.1% |
| 1Y | +10.1% | +35.7% | -25.5% | +6.8% |
| 3Y | +2.1% | +134.6% | -132.4% | -8.1% |
| 5Y | -0.7% | -46.0% | +45.3% | -3.4% |
| All | +38.3% | +33.3% | +5.0% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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