+51,830.1%
TSCO vs KMB
+1,022.5%
+50,807.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -1.0% |
| 7D | +0.3% | +0.9% | -0.6% | 0.0% |
| 30D | +11.3% | +10.1% | +1.3% | +8.6% |
| 3M | +1.5% | 0.0% | +1.4% | +1.5% |
| 6M | +24.0% | +15.7% | +8.3% | +19.2% |
| YTD | -25.7% | +12.6% | -38.3% | -28.0% |
| 1Y | -33.6% | +10.1% | -43.7% | -35.3% |
| 3Y | -1.5% | +2.1% | -3.7% | -2.8% |
| 5Y | -9.6% | -0.7% | -8.9% | -10.5% |
| 10Y | +200.8% | +38.5% | +162.2% | +171.9% |
| All | +51,830.1% | +1,022.5% | +50,807.6% | +38,775.7% |
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