+328.6%
TMO vs KMB
+14.6%
+314.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -0.6% | -6.5% | +5.8% | +1.5% |
| 30D | +1.1% | -8.8% | +9.9% | +4.1% |
| 3M | +28.3% | -2.2% | +30.5% | +28.8% |
| 6M | +23.3% | +0.7% | +22.6% | +22.3% |
| YTD | +5.5% | +1.0% | +4.4% | +4.2% |
| 1Y | +24.5% | -20.3% | +44.9% | +33.0% |
| 3Y | +19.6% | -13.3% | +32.8% | +22.5% |
| 5Y | +8.1% | -12.9% | +21.1% | +9.6% |
| All | +328.6% | +14.6% | +314.0% | +310.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling