-12.9%
KMB vs TNA
-22.1%
+9.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.1% | 0.0% | -3.9% |
| 7D | -8.6% | -3.6% | -5.0% | -8.5% |
| 30D | -7.5% | -10.1% | +2.5% | -7.1% |
| 3M | -0.6% | +2.7% | -3.3% | -0.8% |
| 6M | -1.5% | +38.4% | -40.0% | -3.2% |
| YTD | +1.6% | +45.4% | -43.8% | -0.4% |
| 1Y | -20.8% | +55.9% | -76.7% | -22.8% |
| 3Y | -12.4% | +109.8% | -122.2% | -17.9% |
| 5Y | -12.9% | -22.5% | +9.6% | -19.2% |
| All | -12.9% | -22.1% | +9.2% | -19.2% |
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 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