+50.2%
KMB vs TRU
+247.4%
-197.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.7% | -1.7% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +10.2% | +24.3% | -14.0% | +6.8% |
| 3M | +1.5% | +2.3% | -0.8% | +0.9% |
| 6M | +16.6% | +17.7% | -1.0% | +13.7% |
| YTD | +12.1% | -3.8% | +15.9% | +11.6% |
| 1Y | +11.1% | -0.3% | +11.4% | +10.0% |
| 3Y | +1.9% | +58.4% | -56.5% | -9.0% |
| 5Y | -1.3% | -24.0% | +22.7% | -2.0% |
| 10Y | +37.8% | +187.9% | -150.2% | +5.5% |
| All | +50.2% | +247.4% | -197.2% | +13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling