+222.0%
KMB vs TRGP
+2,254.6%
-2,032.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.7% | -5.4% | -1.8% |
| 7D | +0.1% | +2.4% | -2.3% | 0.0% |
| 30D | +10.2% | +0.8% | +9.4% | +10.1% |
| 3M | +1.5% | +10.4% | -8.9% | +1.0% |
| 6M | +16.6% | +16.3% | +0.4% | +15.8% |
| YTD | +12.1% | +61.1% | -49.1% | +9.7% |
| 1Y | +11.1% | +71.6% | -60.5% | +8.4% |
| 3Y | +1.9% | +267.5% | -265.5% | -4.2% |
| 5Y | -1.3% | +488.1% | -489.4% | -9.5% |
| 10Y | +37.8% | +803.8% | -766.0% | +20.4% |
| All | +222.0% | +2,254.6% | -2,032.6% | +133.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling