-0.5%
KMB vs TW
+37.3%
-37.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -2.0% | -1.8% |
| 7D | +0.5% | +4.2% | -3.8% | +0.1% |
| 30D | +12.4% | +18.9% | -6.5% | +10.7% |
| 3M | +1.0% | +23.8% | -22.8% | -1.0% |
| 6M | +12.1% | +17.0% | -4.9% | +10.4% |
| YTD | +11.6% | +19.2% | -7.6% | +9.3% |
| 1Y | +13.1% | +20.1% | -7.0% | +10.6% |
| 3Y | +1.6% | +40.5% | -38.9% | -2.6% |
| All | -0.5% | +37.3% | -37.8% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling