+154.5%
TRV vs KMB
-14.2%
+168.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +1.5% |
| 7D | +0.2% | -8.6% | +8.8% | +2.7% |
| 30D | -2.3% | -7.5% | +5.2% | -0.3% |
| 3M | +22.7% | -0.6% | +23.3% | +22.8% |
| 6M | +21.9% | -1.5% | +23.5% | +22.1% |
| YTD | +27.5% | +1.6% | +25.9% | +26.3% |
| 1Y | +36.2% | -20.8% | +57.0% | +44.5% |
| 3Y | +140.6% | -12.4% | +153.0% | +147.3% |
| 5Y | +154.5% | -12.9% | +167.5% | +161.4% |
| All | +154.5% | -14.2% | +168.7% | +161.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling