-41.3%
TE vs KMB
-9.5%
-31.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.9% | +11.9% | +9.4% |
| 7D | +18.2% | -2.7% | +20.9% | +17.4% |
| 30D | -13.5% | -5.0% | -8.5% | -14.7% |
| 3M | -44.6% | +6.6% | -51.1% | -43.7% |
| 6M | -24.7% | +1.0% | -25.7% | -23.8% |
| YTD | -24.3% | +6.0% | -30.2% | -22.7% |
| 1Y | +155.6% | -16.6% | +172.2% | +154.9% |
| 3Y | -18.3% | -8.6% | -9.6% | -19.6% |
| 5Y | -41.3% | -10.9% | -30.4% | -42.5% |
| All | -41.3% | -9.5% | -31.7% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling