+1,886.5%
KMB vs TSN
+1,061.3%
+825.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | +6.0% | +5.8% | +0.2% | +5.2% |
| 30D | +13.5% | +12.8% | +0.7% | +11.5% |
| 3M | +3.8% | +6.5% | -2.7% | +2.8% |
| 6M | +15.6% | -10.3% | +25.8% | +17.3% |
| YTD | +14.0% | +5.5% | +8.5% | +12.8% |
| 1Y | +12.9% | +15.8% | -2.8% | +10.2% |
| 3Y | +3.7% | +42.5% | -38.8% | -2.0% |
| 5Y | -0.1% | -14.3% | +14.3% | +0.6% |
| 10Y | +41.1% | +18.2% | +22.9% | +32.5% |
| All | +1,886.5% | +1,061.3% | +825.2% | +1,010.3% |
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