-34.5%
TLT vs KMB
-0.7%
-33.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.7% |
| 7D | -3.1% | +0.9% | -4.0% | -3.2% |
| 30D | +1.0% | +10.1% | -9.0% | -0.1% |
| 3M | -2.7% | 0.0% | -2.8% | -2.8% |
| 6M | -4.1% | +15.7% | -19.8% | -5.8% |
| YTD | -5.4% | +12.6% | -18.0% | -6.8% |
| 1Y | -7.0% | +10.1% | -17.1% | -8.2% |
| 3Y | +2.8% | +2.1% | +0.7% | +1.7% |
| All | -34.5% | -0.7% | -33.9% | -34.6% |
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