-10.9%
KMB vs TRGP
+631.5%
-642.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -1.9% |
| 7D | -2.7% | -0.6% | -2.1% | -2.7% |
| 30D | -5.0% | +14.6% | -19.6% | -5.1% |
| 3M | +6.6% | +11.9% | -5.4% | +6.4% |
| 6M | +1.0% | +25.3% | -24.3% | +0.6% |
| YTD | +6.0% | +61.9% | -55.9% | +4.8% |
| 1Y | -16.6% | +87.3% | -103.9% | -17.8% |
| 3Y | -8.6% | +268.0% | -276.6% | -12.8% |
| 5Y | -10.9% | +638.2% | -649.1% | -15.8% |
| All | -10.9% | +631.5% | -642.3% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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