+273.5%
KMB vs TNA
+1,004.3%
-730.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | -3.0% | -0.1% | -3.0% | -3.0% |
| 30D | -5.5% | -4.9% | -0.6% | -5.1% |
| 3M | +14.0% | +0.4% | +13.6% | +13.6% |
| 6M | +4.1% | +32.5% | -28.5% | +0.9% |
| YTD | +8.0% | +53.7% | -45.7% | +3.2% |
| 1Y | -13.7% | +65.1% | -78.9% | -18.5% |
| 3Y | -5.9% | +98.4% | -104.4% | -16.2% |
| 5Y | -8.6% | -22.5% | +13.9% | -15.1% |
| 10Y | +17.3% | +82.5% | -65.2% | -13.0% |
| All | +273.5% | +1,004.3% | -730.8% | +81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling