+58.8%
TMO vs KMB
+2.5%
+56.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.3% |
| 7D | +0.8% | +0.9% | -0.1% | +0.6% |
| 30D | +4.0% | +10.1% | -6.1% | +1.6% |
| 3M | +17.6% | 0.0% | +17.6% | +17.3% |
| 6M | +57.3% | +15.7% | +41.6% | +51.5% |
| YTD | +21.2% | +12.6% | +8.5% | +17.1% |
| 1Y | +21.1% | +10.1% | +11.0% | +17.7% |
| 3Y | +58.8% | +2.1% | +56.7% | +48.1% |
| All | +58.8% | +2.5% | +56.3% | +48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling