-50.0%
TE vs KMB
-9.0%
-41.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.1% | -3.8% |
| 7D | +15.0% | -8.6% | +23.6% | +13.0% |
| 30D | -7.5% | -7.5% | 0.0% | -8.9% |
| 3M | -42.0% | -0.6% | -41.3% | -42.0% |
| 6M | -31.4% | -1.5% | -29.9% | -31.3% |
| YTD | -26.5% | +1.6% | -28.1% | -26.1% |
| 1Y | +153.1% | -20.8% | +173.9% | +150.1% |
| 3Y | -20.7% | -12.4% | -8.3% | -21.7% |
| 5Y | -45.4% | -12.9% | -32.5% | -46.1% |
| All | -50.0% | -9.0% | -41.0% | -50.6% |
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