-8.0%
KMB vs TPR
+239.8%
-247.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.0% | -2.3% | -0.7% | -2.9% |
| 30D | -5.5% | -23.0% | +17.5% | -4.3% |
| 3M | +14.0% | -12.5% | +26.5% | +14.5% |
| 6M | +4.1% | -21.4% | +25.5% | +5.0% |
| YTD | +8.0% | -3.5% | +11.6% | +7.9% |
| 1Y | -13.7% | +17.4% | -31.1% | -14.6% |
| 3Y | -5.9% | +291.3% | -297.2% | -13.0% |
| All | -8.0% | +239.8% | -247.9% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling