+10.6%
TE vs KMB
+4.9%
+5.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.2% | -6.2% | -1.4% |
| 7D | -10.5% | +3.4% | -13.9% | -8.7% |
| 30D | -32.4% | +14.7% | -47.1% | -27.7% |
| 3M | -60.9% | +3.3% | -64.1% | -60.0% |
| 6M | -62.8% | +16.8% | -79.6% | -59.7% |
| YTD | -65.7% | +15.2% | -80.9% | -63.0% |
| 1Y | -39.9% | +13.3% | -53.2% | -35.2% |
| 3Y | +10.6% | +5.4% | +5.2% | +0.7% |
| All | +10.6% | +4.9% | +5.8% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling