+718.3%
TEL vs KMB
+217.0%
+501.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | 0.0% |
| 7D | +5.6% | -3.0% | +8.5% | +7.0% |
| 30D | +0.9% | +9.1% | -8.2% | -3.5% |
| 3M | +2.1% | -0.4% | +2.5% | +1.5% |
| 6M | +2.7% | +13.0% | -10.3% | -4.6% |
| YTD | -3.2% | +10.3% | -13.6% | -9.2% |
| 1Y | -10.6% | +8.2% | -18.8% | -15.5% |
| 3Y | +79.8% | +0.4% | +79.4% | +69.0% |
| 5Y | +43.3% | -2.7% | +46.0% | +34.7% |
| 10Y | +287.5% | +35.7% | +251.8% | +170.1% |
| All | +718.3% | +217.0% | +501.3% | +128.0% |
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 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