+20.5%
KMB vs TW
+287.8%
-267.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +3.2% |
| 7D | +3.4% | +3.4% | 0.0% | +3.0% |
| 30D | +14.7% | +15.5% | -0.8% | +12.8% |
| 3M | +3.3% | +25.1% | -21.9% | +0.6% |
| 6M | +16.8% | +18.2% | -1.4% | +14.3% |
| YTD | +15.2% | +19.7% | -4.5% | +12.1% |
| 1Y | +13.3% | +18.1% | -4.8% | +10.4% |
| 3Y | +5.4% | +40.5% | -35.1% | -0.2% |
| 5Y | +2.7% | +37.1% | -34.4% | -3.7% |
| All | +20.5% | +287.8% | -267.2% | -1.6% |
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