+468.5%
TXN vs KMB
+39.0%
+429.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -4.9% | -3.4% |
| 7D | +9.5% | +0.9% | +8.5% | +9.2% |
| 30D | +8.7% | +10.1% | -1.4% | +5.6% |
| 3M | +11.6% | 0.0% | +11.5% | +11.1% |
| 6M | +0.1% | +15.7% | -15.6% | -5.2% |
| YTD | +78.8% | +12.6% | +66.2% | +70.4% |
| 1Y | +91.2% | +10.1% | +81.1% | +83.5% |
| 3Y | +125.8% | +2.1% | +123.7% | +117.7% |
| 5Y | +83.8% | -0.7% | +84.5% | +76.6% |
| All | +468.5% | +39.0% | +429.5% | +358.1% |
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 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