-45.3%
TE vs KMB
+9.5%
-54.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.1% | -1.2% |
| 7D | -19.1% | +0.9% | -20.0% | -18.4% |
| 30D | -34.1% | +10.1% | -44.2% | -27.4% |
| 3M | -60.1% | 0.0% | -60.2% | -60.1% |
| 6M | -66.0% | +15.7% | -81.6% | -60.0% |
| YTD | -71.4% | +12.6% | -84.1% | -66.1% |
| 1Y | -45.3% | +10.1% | -55.4% | -34.3% |
| All | -45.3% | +9.5% | -54.8% | -34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling