+97.2%
TFC vs KMB
+12.7%
+84.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | +0.3% |
| 7D | -1.3% | -8.6% | +7.3% | +1.1% |
| 30D | -2.3% | -7.5% | +5.2% | -0.3% |
| 3M | +2.5% | -0.6% | +3.1% | +2.5% |
| 6M | +9.5% | -1.5% | +11.0% | +9.6% |
| YTD | +5.1% | +1.6% | +3.5% | +4.0% |
| 1Y | +15.5% | -20.8% | +36.3% | +21.9% |
| 3Y | +95.2% | -12.4% | +107.6% | +97.2% |
| 5Y | +14.5% | -12.9% | +27.4% | +14.7% |
| 10Y | +97.2% | +14.7% | +82.5% | +86.8% |
| All | +97.2% | +12.7% | +84.5% | +86.8% |
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