+273.1%
TSM vs KMB
-8.4%
+281.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +2.7% |
| 7D | +2.7% | -3.0% | +5.8% | +2.4% |
| 30D | +3.6% | -5.5% | +9.1% | +3.1% |
| 3M | -3.4% | +14.0% | -17.4% | -2.5% |
| 6M | +20.6% | +4.1% | +16.5% | +20.9% |
| YTD | +41.9% | +8.0% | +33.8% | +42.9% |
| 1Y | +84.4% | -13.7% | +98.1% | +82.7% |
| 3Y | +380.2% | -5.9% | +386.2% | +370.8% |
| All | +273.1% | -8.4% | +281.5% | +251.5% |
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 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