+2,700.2%
TFC vs KMB
+1,824.3%
+875.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.7% |
| 7D | +2.4% | -3.0% | +5.5% | +3.6% |
| 30D | -1.3% | -5.5% | +4.2% | +0.7% |
| 3M | +6.1% | +14.0% | -7.9% | +0.8% |
| 6M | +7.3% | +4.1% | +3.3% | +5.3% |
| YTD | +8.2% | +8.0% | +0.2% | +4.4% |
| 1Y | +14.4% | -13.7% | +28.2% | +19.1% |
| 3Y | +93.7% | -5.9% | +99.7% | +92.2% |
| 5Y | +16.4% | -8.6% | +25.0% | +15.7% |
| 10Y | +101.6% | +17.3% | +84.3% | +76.0% |
| All | +2,700.2% | +1,824.3% | +875.9% | +1,108.8% |
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 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