+299.4%
TEL vs KMB
+12.7%
+286.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +4.0% | +0.9% |
| 7D | +1.2% | -8.6% | +9.8% | +3.6% |
| 30D | -4.1% | -7.5% | +3.4% | -2.2% |
| 3M | -2.6% | -0.6% | -1.9% | -2.7% |
| 6M | 0.0% | -1.5% | +1.6% | 0.0% |
| YTD | -9.1% | +1.6% | -10.7% | -9.9% |
| 1Y | -0.8% | -20.8% | +19.9% | +4.6% |
| 3Y | +67.4% | -12.4% | +79.8% | +68.9% |
| 5Y | +51.8% | -12.9% | +64.7% | +52.2% |
| 10Y | +299.4% | +14.7% | +284.7% | +277.0% |
| All | +299.4% | +12.7% | +286.7% | +277.0% |
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