-17.2%
KMB vs TPG
+74.1%
-91.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -2.0% | -0.4% |
| 7D | -6.5% | -9.4% | +2.9% | -6.1% |
| 30D | -8.8% | -5.3% | -3.6% | -8.6% |
| 3M | -2.2% | +12.9% | -15.1% | -2.6% |
| 6M | +0.7% | +20.1% | -19.4% | -0.1% |
| YTD | +1.0% | -22.5% | +23.5% | +1.8% |
| 1Y | -20.3% | -19.7% | -0.6% | -19.9% |
| 3Y | -13.3% | +81.2% | -94.5% | -19.0% |
| All | -17.2% | +74.1% | -91.3% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 10y: compounded portfolio wealth divided by compounded TPG 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…
10y analysis · Full analysis span regression · 6 months rolling