+38.3%
KMB vs TRI
+225.2%
-186.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.0% | +2.1% |
| 7D | +0.9% | -2.9% | +3.8% | +1.5% |
| 30D | +10.1% | +3.7% | +6.4% | +9.3% |
| 3M | 0.0% | +3.7% | -3.7% | -1.0% |
| 6M | +15.7% | +35.1% | -19.4% | +8.0% |
| YTD | +12.6% | -14.0% | +26.7% | +15.1% |
| 1Y | +10.1% | -19.0% | +29.1% | +14.3% |
| 3Y | +2.1% | -12.0% | +14.1% | +1.2% |
| 5Y | -0.7% | +0.6% | -1.3% | -6.6% |
| All | +38.3% | +225.2% | -186.9% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling