+288.4%
TEL vs KMB
+36.1%
+252.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | +5.6% | -3.0% | +8.5% | +6.4% |
| 30D | +0.9% | +9.1% | -8.2% | -1.5% |
| 3M | +2.1% | -0.4% | +2.5% | +1.9% |
| 6M | +2.7% | +13.0% | -10.3% | -1.2% |
| YTD | -3.2% | +10.3% | -13.6% | -6.4% |
| 1Y | -10.6% | +8.2% | -18.8% | -13.1% |
| 3Y | +79.8% | +0.4% | +79.4% | +74.1% |
| 5Y | +43.3% | -2.7% | +46.0% | +39.1% |
| All | +288.4% | +36.1% | +252.3% | +246.2% |
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