+2,624.8%
TFC vs KMB
+1,895.8%
+729.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.6% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | +7.8% | +10.2% | -2.5% | +3.9% |
| 3M | -3.0% | +1.5% | -4.4% | -3.7% |
| 6M | +5.8% | +16.6% | -10.8% | -0.5% |
| YTD | +5.3% | +12.1% | -6.8% | +0.1% |
| 1Y | +15.7% | +11.1% | +4.6% | +10.3% |
| 3Y | +94.8% | +1.9% | +92.9% | +87.3% |
| 5Y | 0.0% | -1.3% | +1.3% | -3.5% |
| 10Y | +79.0% | +37.8% | +41.2% | +46.8% |
| All | +2,624.8% | +1,895.8% | +729.0% | +1,058.8% |
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