+126.1%
TLT vs KMB
+342.7%
-216.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -1.6% |
| 7D | -2.7% | -3.0% | +0.3% | -2.9% |
| 30D | +2.2% | +9.1% | -6.9% | +2.7% |
| 3M | -1.7% | -0.4% | -1.3% | -1.7% |
| 6M | -4.0% | +13.0% | -16.9% | -3.1% |
| YTD | -4.9% | +10.3% | -15.3% | -4.2% |
| 1Y | -7.4% | +8.2% | -15.6% | -6.8% |
| 3Y | +3.0% | +0.4% | +2.7% | +3.7% |
| 5Y | -35.1% | -2.7% | -32.4% | -34.7% |
| 10Y | -12.7% | +35.7% | -48.4% | -6.8% |
| All | +126.1% | +342.7% | -216.7% | +197.8% |
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 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