+231.1%
KMB vs TRGP
+2,108.2%
-1,877.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.4% | -0.2% | +3.1% |
| 7D | +3.4% | -7.2% | +10.6% | +3.7% |
| 30D | +14.7% | -4.2% | +18.9% | +14.8% |
| 3M | +3.3% | +7.0% | -3.7% | +2.9% |
| 6M | +16.8% | +11.2% | +5.6% | +16.1% |
| YTD | +15.2% | +51.1% | -35.9% | +13.0% |
| 1Y | +13.3% | +62.0% | -48.7% | +10.8% |
| 3Y | +5.4% | +248.2% | -242.8% | -0.7% |
| 5Y | +2.7% | +432.4% | -429.7% | -5.5% |
| 10Y | +38.7% | +739.5% | -700.9% | +21.5% |
| All | +231.1% | +2,108.2% | -1,877.1% | +140.2% |
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