+1,502.2%
TSM vs KMB
+41.7%
+1,460.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.2% | +0.3% | +3.3% |
| 7D | -2.5% | +3.4% | -5.9% | -2.7% |
| 30D | -14.3% | +14.7% | -29.0% | -15.2% |
| 3M | -7.2% | +3.3% | -10.5% | -7.5% |
| 6M | -5.1% | +16.8% | -21.9% | -6.7% |
| YTD | +28.9% | +15.2% | +13.7% | +26.9% |
| 1Y | +37.1% | +13.3% | +23.8% | +35.1% |
| 3Y | +341.5% | +5.4% | +336.0% | +327.8% |
| 5Y | +245.7% | +2.7% | +243.0% | +233.2% |
| 10Y | +1,502.2% | +38.7% | +1,463.6% | +1,246.0% |
| All | +1,502.2% | +41.7% | +1,460.5% | +1,246.0% |
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