+372.2%
KMB vs TPR
+8,117.6%
-7,745.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.1% | -5.5% | +0.8% |
| 7D | +0.4% | +13.9% | -13.5% | -1.0% |
| 30D | +14.1% | +14.9% | -0.8% | +12.5% |
| 3M | -0.5% | -15.4% | +14.9% | +0.9% |
| 6M | +16.6% | -4.5% | +21.1% | +16.5% |
| YTD | +13.7% | +6.0% | +7.7% | +12.2% |
| 1Y | +16.1% | +24.3% | -8.3% | +12.5% |
| 3Y | +4.7% | +412.8% | -408.1% | -14.2% |
| 5Y | +1.5% | +258.4% | -256.9% | -15.1% |
| 10Y | +40.5% | +396.8% | -356.3% | +4.9% |
| All | +372.2% | +8,117.6% | -7,745.4% | +142.4% |
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