-25.0%
TGT vs KMB
-14.2%
-10.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.9% | -1.7% |
| 7D | -3.6% | -8.6% | +5.0% | -0.4% |
| 30D | +4.4% | -7.5% | +11.9% | +7.4% |
| 3M | +25.4% | -0.6% | +26.0% | +25.5% |
| 6M | +33.4% | -1.5% | +34.9% | +33.7% |
| YTD | +65.6% | +1.6% | +64.0% | +63.3% |
| 1Y | +80.3% | -20.8% | +101.1% | +94.3% |
| 3Y | +42.1% | -12.4% | +54.5% | +43.3% |
| 5Y | -25.0% | -12.9% | -12.1% | -24.1% |
| All | -25.0% | -14.2% | -10.8% | -24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling