+2,577.1%
TFC vs KMB
+1,887.9%
+689.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.3% |
| 7D | +1.2% | +0.5% | +0.8% | +1.0% |
| 30D | +8.3% | +12.4% | -4.0% | +3.8% |
| 3M | -5.2% | +1.0% | -6.2% | -5.7% |
| 6M | -0.8% | +12.1% | -12.9% | -5.4% |
| YTD | +3.4% | +11.6% | -8.2% | -1.5% |
| 1Y | +17.0% | +13.1% | +3.9% | +10.8% |
| 3Y | +86.2% | +1.6% | +84.6% | +79.3% |
| 5Y | -2.3% | -0.3% | -2.0% | -6.1% |
| 10Y | +93.9% | +37.9% | +56.0% | +58.9% |
| All | +2,577.1% | +1,887.9% | +689.2% | +1,040.2% |
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