-20.7%
TLT vs KMB
+15.9%
-36.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | 0.0% |
| 7D | +0.4% | -2.7% | +3.1% | +0.5% |
| 30D | -0.3% | -5.0% | +4.7% | -0.1% |
| 3M | -1.7% | +6.6% | -8.3% | -1.9% |
| 6M | -4.9% | +1.0% | -5.9% | -5.0% |
| YTD | -2.8% | +6.0% | -8.7% | -3.0% |
| 1Y | -4.2% | -16.6% | +12.4% | -3.8% |
| 3Y | -1.1% | -8.6% | +7.5% | -0.8% |
| 5Y | -33.7% | -10.9% | -22.9% | -33.6% |
| 10Y | -20.7% | +16.8% | -37.5% | -19.1% |
| All | -20.7% | +15.9% | -36.5% | -19.1% |
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 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