+13.0%
KMB vs TW
+221.1%
-208.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.7% |
| 7D | -3.0% | -2.3% | -0.7% | -2.8% |
| 30D | -5.5% | +3.9% | -9.4% | -5.9% |
| 3M | +14.0% | +5.7% | +8.3% | +13.1% |
| 6M | +4.1% | -14.5% | +18.6% | +5.7% |
| YTD | +8.0% | -0.9% | +8.9% | +7.5% |
| 1Y | -13.7% | -13.5% | -0.2% | -12.7% |
| 3Y | -5.9% | +25.0% | -30.9% | -9.9% |
| 5Y | -8.6% | +22.7% | -31.3% | -13.4% |
| All | +13.0% | +221.1% | -208.1% | -5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling