-8.6%
KMB vs TNA
+117.1%
-125.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.9% |
| 7D | -2.7% | +4.1% | -6.8% | -2.8% |
| 30D | -5.0% | -7.6% | +2.6% | -4.9% |
| 3M | +6.6% | +8.1% | -1.5% | +6.3% |
| 6M | +1.0% | +49.0% | -48.0% | -0.3% |
| YTD | +6.0% | +51.7% | -45.8% | +4.5% |
| 1Y | -16.6% | +59.6% | -76.2% | -18.0% |
| 3Y | -8.6% | +118.9% | -127.5% | -15.2% |
| All | -8.6% | +117.1% | -125.7% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling