-34.6%
TLT vs KMB
-0.3%
-34.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.2% |
| 7D | +0.1% | +0.5% | -0.4% | 0.0% |
| 30D | +6.2% | +12.4% | -6.2% | +4.8% |
| 3M | -0.3% | +1.0% | -1.3% | -0.6% |
| 6M | -3.4% | +12.1% | -15.5% | -4.7% |
| YTD | -3.1% | +11.6% | -14.7% | -4.5% |
| 1Y | -5.2% | +13.1% | -18.3% | -6.7% |
| 3Y | +6.5% | +1.6% | +4.9% | +5.4% |
| All | -34.6% | -0.3% | -34.3% | -33.8% |
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