+289.4%
KMB vs TNA
+781.2%
-491.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.2% |
| 7D | +0.9% | +3.7% | -2.8% | +0.6% |
| 30D | +10.1% | +4.4% | +5.7% | +9.5% |
| 3M | 0.0% | -26.7% | +26.7% | +2.5% |
| 6M | +15.7% | -12.8% | +28.5% | +16.3% |
| YTD | +12.6% | +22.7% | -10.0% | +9.4% |
| 1Y | +10.1% | +35.7% | -25.5% | +5.8% |
| 3Y | +2.1% | +134.6% | -132.4% | -10.5% |
| 5Y | -0.7% | -46.0% | +45.3% | -4.5% |
| 10Y | +38.5% | +38.0% | +0.5% | +5.4% |
| All | +289.4% | +781.2% | -491.8% | +92.3% |
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