+11,954.4%
TSM vs KMB
+478.5%
+11,475.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.2% | +6.9% |
| 7D | -7.6% | +0.5% | -8.0% | -7.9% |
| 30D | -20.5% | +12.4% | -32.9% | -23.5% |
| 3M | -10.0% | +1.0% | -11.0% | -10.8% |
| 6M | -10.1% | +12.1% | -22.2% | -14.3% |
| YTD | +24.5% | +11.6% | +12.9% | +18.5% |
| 1Y | +31.2% | +13.1% | +18.1% | +24.2% |
| 3Y | +322.0% | +1.6% | +320.4% | +300.1% |
| 5Y | +245.3% | -0.3% | +245.6% | +224.3% |
| 10Y | +1,465.8% | +37.9% | +1,427.9% | +1,145.8% |
| All | +11,954.4% | +478.5% | +11,475.9% | +4,326.1% |
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