+37.0%
TRV vs KMB
-20.5%
+57.5%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | -1.5% | -7.7% | +6.2% | +0.1% |
| 30D | -1.8% | -8.2% | +6.4% | -0.1% |
| 3M | +21.6% | -1.9% | +23.5% | +22.4% |
| 6M | +22.5% | -0.7% | +23.1% | +22.5% |
| YTD | +28.1% | +1.4% | +26.8% | +27.7% |
| 1Y | +37.0% | -19.1% | +56.2% | +44.7% |
| All | +37.0% | -20.5% | +57.5% | +44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling