-11.8%
TLT vs KMB
+38.7%
-50.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | +0.1% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | +3.7% | +10.2% | -6.5% | +3.3% |
| 3M | -0.8% | +1.5% | -2.2% | -0.9% |
| 6M | -3.6% | +16.6% | -20.2% | -4.0% |
| YTD | -3.9% | +12.1% | -16.0% | -4.3% |
| 1Y | -6.2% | +11.1% | -17.3% | -6.6% |
| 3Y | +4.2% | +1.9% | +2.2% | +4.2% |
| 5Y | -34.7% | -1.3% | -33.4% | -34.6% |
| 10Y | -11.8% | +37.8% | -49.6% | -13.5% |
| All | -11.8% | +38.7% | -50.5% | -13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling