+7,037.7%
TRV vs KMB
+1,895.8%
+5,141.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.3% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | +7.5% | +10.2% | -2.7% | +3.4% |
| 3M | +6.7% | +1.5% | +5.2% | +5.8% |
| 6M | +35.5% | +16.6% | +18.8% | +27.1% |
| YTD | +39.3% | +12.1% | +27.2% | +32.1% |
| 1Y | +41.8% | +11.1% | +30.7% | +34.9% |
| 3Y | +147.3% | +1.9% | +145.4% | +139.2% |
| 5Y | +178.3% | -1.3% | +179.6% | +169.6% |
| 10Y | +348.3% | +37.8% | +310.6% | +273.3% |
| All | +7,037.7% | +1,895.8% | +5,141.9% | +2,526.5% |
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