+13,634.3%
TSM vs KMB
+460.0%
+13,174.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +3.3% |
| 7D | +2.7% | -3.0% | +5.8% | +3.6% |
| 30D | +3.6% | -5.5% | +9.1% | +5.2% |
| 3M | -3.4% | +14.0% | -17.4% | -8.0% |
| 6M | +20.6% | +4.1% | +16.5% | +18.1% |
| YTD | +41.9% | +8.0% | +33.8% | +37.1% |
| 1Y | +84.4% | -13.7% | +98.1% | +89.5% |
| 3Y | +380.2% | -5.9% | +386.2% | +368.7% |
| 5Y | +275.3% | -8.6% | +283.9% | +264.5% |
| 10Y | +1,751.4% | +17.3% | +1,734.1% | +1,473.0% |
| All | +13,634.3% | +460.0% | +13,174.3% | +5,018.1% |
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