-0.1%
KMB vs TPR
+268.5%
-268.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | +6.0% | +12.1% | -6.0% | +5.3% |
| 30D | +13.5% | +16.7% | -3.2% | +12.5% |
| 3M | +3.8% | -17.4% | +21.2% | +4.6% |
| 6M | +15.6% | +2.3% | +13.3% | +15.0% |
| YTD | +14.0% | +7.1% | +6.9% | +13.1% |
| 1Y | +12.9% | +29.5% | -16.6% | +11.1% |
| 3Y | +3.7% | +415.0% | -411.3% | -5.7% |
| 5Y | -0.1% | +261.5% | -261.5% | -9.3% |
| All | -0.1% | +268.5% | -268.5% | -9.3% |
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