+1,782.5%
KMB vs TSN
+890.5%
+892.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | -3.0% | -6.3% | +3.3% | -2.1% |
| 30D | -5.5% | -10.8% | +5.3% | -3.9% |
| 3M | +14.0% | -8.8% | +22.7% | +15.4% |
| 6M | +4.1% | -16.8% | +20.9% | +6.7% |
| YTD | +8.0% | -10.0% | +18.0% | +9.5% |
| 1Y | -13.7% | -5.3% | -8.5% | -13.3% |
| 3Y | -5.9% | +8.5% | -14.5% | -7.6% |
| 5Y | -8.6% | -22.9% | +14.3% | -6.5% |
| 10Y | +17.3% | -12.6% | +29.9% | +14.8% |
| All | +1,782.5% | +890.5% | +892.1% | +977.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling