+96.9%
TJX vs KMB
-12.8%
+109.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -1.2% |
| 7D | -4.0% | -8.6% | +4.7% | -1.9% |
| 30D | -20.3% | -7.5% | -12.8% | -18.9% |
| 3M | -23.3% | -0.6% | -22.6% | -23.3% |
| 6M | -19.7% | -1.5% | -18.2% | -19.7% |
| YTD | -17.1% | +1.6% | -18.7% | -17.8% |
| 1Y | -8.8% | -20.8% | +12.0% | -4.4% |
| 3Y | +43.4% | -12.4% | +55.8% | +45.6% |
| All | +96.9% | -12.8% | +109.6% | +98.7% |
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