+38.3%
KMB vs TPR
+364.3%
-326.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | +0.9% | -0.3% | +1.2% | +0.9% |
| 30D | +10.1% | +15.1% | -5.0% | +9.2% |
| 3M | 0.0% | +3.5% | -3.5% | -0.2% |
| 6M | +15.7% | +0.4% | +15.2% | +15.3% |
| YTD | +12.6% | +4.6% | +8.0% | +11.9% |
| 1Y | +10.1% | +33.1% | -23.0% | +8.0% |
| 3Y | +2.1% | +396.0% | -393.8% | -7.9% |
| 5Y | -0.7% | +230.3% | -230.9% | -9.2% |
| All | +38.3% | +364.3% | -326.0% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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