+348.7%
KMB vs TPR
+7,380.8%
-7,032.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.0% | -2.3% | -0.7% | -2.8% |
| 30D | -5.5% | -23.0% | +17.5% | -3.1% |
| 3M | +14.0% | -12.5% | +26.5% | +15.2% |
| 6M | +4.1% | -21.4% | +25.5% | +6.2% |
| YTD | +8.0% | -3.5% | +11.6% | +7.8% |
| 1Y | -13.7% | +17.4% | -31.1% | -15.8% |
| 3Y | -5.9% | +291.3% | -297.2% | -20.6% |
| 5Y | -8.6% | +241.9% | -250.5% | -23.3% |
| 10Y | +17.3% | +322.7% | -305.4% | -10.7% |
| All | +348.7% | +7,380.8% | -7,032.1% | +132.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling