-80.5%
TE vs KMB
+0.9%
-81.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.1% | -2.6% |
| 7D | -19.1% | +0.9% | -20.0% | -18.9% |
| 30D | -34.1% | +10.1% | -44.2% | -32.6% |
| 3M | -60.1% | 0.0% | -60.2% | -59.9% |
| 6M | -66.0% | +15.7% | -81.6% | -64.8% |
| YTD | -71.4% | +12.6% | -84.1% | -70.5% |
| 1Y | -45.3% | +10.1% | -55.4% | -43.6% |
| 3Y | +9.1% | +2.1% | +7.0% | +10.7% |
| 5Y | -82.6% | -0.7% | -81.9% | -82.4% |
| All | -80.5% | +0.9% | -81.5% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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