-12.9%
KMB vs TRI
-10.1%
-2.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.3% | -3.9% |
| 7D | -8.6% | -8.4% | -0.2% | -7.7% |
| 30D | -7.5% | -6.5% | -1.1% | -6.9% |
| 3M | -0.6% | +18.6% | -19.2% | -2.6% |
| 6M | -1.5% | -10.4% | +8.9% | -0.9% |
| YTD | +1.6% | -23.7% | +25.3% | +5.3% |
| 1Y | -20.8% | -42.5% | +21.7% | -13.5% |
| 3Y | -12.4% | -19.3% | +6.9% | -12.5% |
| 5Y | -12.9% | -9.7% | -3.3% | -17.9% |
| All | -12.9% | -10.1% | -2.8% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling