+131.3%
TLT vs KMB
+347.8%
-216.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | -0.1% |
| 7D | +0.1% | +0.5% | -0.4% | +0.1% |
| 30D | +6.2% | +12.4% | -6.2% | +7.0% |
| 3M | +0.1% | +1.0% | -0.9% | +0.1% |
| 6M | -3.0% | +12.1% | -15.1% | -2.2% |
| YTD | -2.7% | +11.6% | -14.4% | -1.9% |
| 1Y | -4.8% | +13.1% | -18.0% | -3.9% |
| 3Y | +6.9% | +1.6% | +5.3% | +7.7% |
| 5Y | -34.5% | -0.3% | -34.1% | -33.9% |
| 10Y | -17.3% | +37.9% | -55.2% | -11.5% |
| All | +131.3% | +347.8% | -216.5% | +204.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling