+236.4%
TSM vs KMB
-0.3%
+236.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.2% | +6.1% |
| 7D | -7.6% | +0.5% | -8.0% | -7.4% |
| 30D | -20.5% | +12.4% | -32.9% | -19.4% |
| 3M | -10.0% | +1.0% | -11.0% | -9.6% |
| 6M | -10.1% | +12.1% | -22.2% | -8.9% |
| YTD | +24.5% | +11.6% | +12.9% | +26.2% |
| 1Y | +31.2% | +13.1% | +18.1% | +33.1% |
| 3Y | +322.0% | +1.6% | +320.4% | +314.1% |
| All | +236.4% | -0.3% | +236.7% | +221.6% |
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