+14.7%
KMB vs TRU
+146.7%
-132.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -4.0% |
| 7D | -8.6% | -6.5% | -2.1% | -7.8% |
| 30D | -7.5% | -2.5% | -5.0% | -7.3% |
| 3M | -0.6% | +10.4% | -11.0% | -2.0% |
| 6M | -1.5% | +1.6% | -3.2% | -2.1% |
| YTD | +1.6% | -9.7% | +11.3% | +2.2% |
| 1Y | -20.8% | -17.3% | -3.5% | -19.6% |
| 3Y | -12.4% | -1.8% | -10.6% | -15.4% |
| 5Y | -12.9% | -36.2% | +23.3% | -10.5% |
| 10Y | +14.7% | +143.2% | -128.5% | -4.7% |
| All | +14.7% | +146.7% | -132.0% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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