+38.7%
KMB vs TSN
+13.2%
+25.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.2% |
| 7D | +3.4% | +4.9% | -1.5% | +2.5% |
| 30D | +14.7% | +12.1% | +2.6% | +12.3% |
| 3M | +3.3% | +4.1% | -0.8% | +2.4% |
| 6M | +16.8% | -10.9% | +27.7% | +19.0% |
| YTD | +15.2% | +4.8% | +10.4% | +13.8% |
| 1Y | +13.3% | +17.6% | -4.3% | +9.5% |
| 3Y | +5.4% | +43.2% | -37.8% | -1.4% |
| 5Y | +2.7% | -13.9% | +16.6% | +3.2% |
| 10Y | +38.7% | +11.8% | +26.8% | +33.4% |
| All | +38.7% | +13.2% | +25.5% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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