+17.8%
KMB vs TW
+301.3%
-283.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +2.0% |
| 7D | +0.9% | +3.9% | -3.0% | +0.5% |
| 30D | +10.1% | +19.9% | -9.9% | +7.8% |
| 3M | 0.0% | +25.9% | -25.9% | -2.7% |
| 6M | +15.7% | +21.1% | -5.5% | +12.9% |
| YTD | +12.6% | +23.9% | -11.3% | +9.2% |
| 1Y | +10.1% | +21.2% | -11.1% | +7.1% |
| 3Y | +2.1% | +44.8% | -42.6% | -3.7% |
| 5Y | -0.7% | +41.4% | -42.1% | -7.2% |
| All | +17.8% | +301.3% | -283.5% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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