+185.6%
TSCO vs KMB
+15.0%
+170.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -3.1% | -7.7% | +4.6% | -0.5% |
| 30D | -4.4% | -8.2% | +3.8% | -1.6% |
| 3M | +9.7% | -1.9% | +11.6% | +10.2% |
| 6M | -32.4% | -0.7% | -31.7% | -32.4% |
| YTD | -31.7% | +1.4% | -33.0% | -32.1% |
| 1Y | -41.3% | -19.1% | -22.1% | -37.6% |
| 3Y | -18.3% | -12.6% | -5.7% | -15.7% |
| 5Y | -10.3% | -12.7% | +2.4% | -8.0% |
| All | +185.6% | +15.0% | +170.6% | +180.6% |
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