+683.8%
TEL vs KMB
+210.4%
+473.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.4% |
| 7D | +3.0% | -3.0% | +6.0% | +4.4% |
| 30D | -3.9% | -5.5% | +1.5% | -1.5% |
| 3M | -5.1% | +14.0% | -19.1% | -11.6% |
| 6M | +0.6% | +4.1% | -3.5% | -2.2% |
| YTD | -7.3% | +8.0% | -15.3% | -11.7% |
| 1Y | +1.1% | -13.7% | +14.9% | +6.4% |
| 3Y | +63.7% | -5.9% | +69.6% | +60.0% |
| 5Y | +50.7% | -8.6% | +59.3% | +47.2% |
| 10Y | +290.2% | +17.3% | +272.9% | +203.9% |
| All | +683.8% | +210.4% | +473.5% | +121.9% |
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 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