-78.9%
TE vs KMB
+2.1%
-81.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.0% | -8.6% | -9.8% |
| 7D | -26.9% | +6.0% | -32.9% | -25.8% |
| 30D | -38.9% | +13.5% | -52.4% | -37.1% |
| 3M | -61.0% | +3.8% | -64.8% | -60.5% |
| 6M | -66.4% | +15.6% | -82.0% | -65.2% |
| YTD | -69.0% | +14.0% | -83.0% | -67.9% |
| 1Y | -54.0% | +12.9% | -66.9% | -52.4% |
| 3Y | +38.0% | +3.7% | +34.3% | +40.3% |
| 5Y | -81.0% | -0.1% | -80.9% | -80.7% |
| All | -78.9% | +2.1% | -81.1% | -78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling