-7.5%
TSCO vs KMB
-14.2%
+6.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.1% | +0.5% | -2.1% |
| 7D | -2.5% | -8.6% | +6.1% | +0.9% |
| 30D | -1.1% | -7.5% | +6.4% | +1.8% |
| 3M | +14.3% | -0.6% | +14.9% | +14.4% |
| 6M | -31.9% | -1.5% | -30.3% | -31.7% |
| YTD | -30.7% | +1.6% | -32.3% | -31.3% |
| 1Y | -41.1% | -20.8% | -20.3% | -36.7% |
| 3Y | -17.1% | -12.4% | -4.7% | -14.3% |
| 5Y | -7.5% | -12.9% | +5.4% | -3.2% |
| All | -7.5% | -14.2% | +6.6% | -3.2% |
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