+79.8%
TEL vs KMB
+3.8%
+76.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.4% |
| 7D | -0.9% | +6.0% | -6.9% | -1.3% |
| 30D | -0.2% | +13.5% | -13.7% | -1.1% |
| 3M | +2.0% | +3.8% | -1.7% | +1.8% |
| 6M | +6.4% | +15.6% | -9.2% | +5.4% |
| YTD | -3.2% | +14.0% | -17.3% | -4.0% |
| 1Y | -11.2% | +12.9% | -24.1% | -11.8% |
| 3Y | +79.8% | +3.7% | +76.0% | +80.9% |
| All | +79.8% | +3.8% | +76.0% | +80.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling