-10.3%
TSCO vs KMB
-0.7%
-9.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -1.4% |
| 7D | +0.3% | +0.9% | -0.6% | -0.1% |
| 30D | +11.3% | +10.1% | +1.3% | +7.2% |
| 3M | +1.5% | 0.0% | +1.4% | +1.4% |
| 6M | +24.0% | +15.7% | +8.3% | +16.7% |
| YTD | -25.7% | +12.6% | -38.3% | -29.3% |
| 1Y | -33.6% | +10.1% | -43.7% | -36.3% |
| 3Y | -1.5% | +2.1% | -3.7% | -4.2% |
| All | -10.3% | -0.7% | -9.7% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling