+288.7%
KMB vs TRI
+561.6%
-272.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.4% | +3.8% | -0.4% |
| 7D | -3.0% | -0.5% | -2.5% | -3.0% |
| 30D | -5.5% | +7.9% | -13.3% | -7.3% |
| 3M | +14.0% | +24.1% | -10.1% | +7.6% |
| 6M | +4.1% | +3.8% | +0.3% | +1.6% |
| YTD | +8.0% | -16.9% | +24.9% | +10.4% |
| 1Y | -13.7% | -38.4% | +24.7% | -5.0% |
| 3Y | -5.9% | -12.2% | +6.3% | -6.9% |
| 5Y | -8.6% | -1.8% | -6.8% | -13.0% |
| 10Y | +17.3% | +207.6% | -190.3% | -18.7% |
| All | +288.7% | +561.6% | -272.9% | +96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling