+46.8%
TGT vs KMB
-8.5%
+55.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.9% | -0.5% |
| 7D | -0.6% | -2.7% | +2.1% | +0.1% |
| 30D | +9.5% | -5.0% | +14.6% | +11.1% |
| 3M | +32.3% | +6.6% | +25.7% | +30.0% |
| 6M | +37.0% | +1.0% | +36.0% | +36.2% |
| YTD | +71.0% | +6.0% | +65.1% | +67.2% |
| 1Y | +85.0% | -16.6% | +101.7% | +92.0% |
| 3Y | +46.8% | -8.6% | +55.5% | +41.9% |
| All | +46.8% | -8.5% | +55.4% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling