-1.3%
KMB vs TNA
-41.7%
+40.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.4% | -1.8% |
| 7D | +0.1% | -2.1% | +2.2% | +0.1% |
| 30D | +10.2% | +3.1% | +7.1% | +10.0% |
| 3M | +1.5% | -20.2% | +21.6% | +2.3% |
| 6M | +16.6% | -10.0% | +26.6% | +16.8% |
| YTD | +12.1% | +30.3% | -18.3% | +10.2% |
| 1Y | +11.1% | +31.1% | -20.0% | +9.0% |
| 3Y | +1.9% | +149.4% | -147.4% | -5.6% |
| 5Y | -1.3% | -42.5% | +41.2% | -7.5% |
| All | -1.3% | -41.7% | +40.4% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling