+131.2%
TLT vs KMB
+333.5%
-202.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.1% |
| 7D | -0.4% | -3.0% | +2.6% | -0.6% |
| 30D | -0.6% | -5.5% | +4.9% | -0.9% |
| 3M | -2.7% | +14.0% | -16.7% | -1.8% |
| 6M | -5.6% | +4.1% | -9.7% | -5.3% |
| YTD | -2.8% | +8.0% | -10.8% | -2.2% |
| 1Y | -1.4% | -13.7% | +12.3% | -2.3% |
| 3Y | -1.6% | -5.9% | +4.4% | -1.5% |
| 5Y | -33.8% | -8.6% | -25.2% | -33.8% |
| 10Y | -21.1% | +17.3% | -38.4% | -17.5% |
| All | +131.2% | +333.5% | -202.3% | +204.1% |
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 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