+49,750.0%
TSCO vs KMB
+976.6%
+48,773.4%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.5% |
| 7D | +0.8% | -3.0% | +3.8% | +1.6% |
| 30D | +5.5% | -5.5% | +10.9% | +7.0% |
| 3M | +20.0% | +14.0% | +6.0% | +15.8% |
| 6M | -29.8% | +4.1% | -33.9% | -30.6% |
| YTD | -28.7% | +8.0% | -36.7% | -30.1% |
| 1Y | -40.9% | -13.7% | -27.2% | -39.0% |
| 3Y | -15.9% | -5.9% | -10.0% | -15.4% |
| 5Y | -3.5% | -8.6% | +5.2% | -2.6% |
| 10Y | +142.2% | +17.3% | +124.9% | +127.6% |
| All | +49,750.0% | +976.6% | +48,773.4% | +37,619.5% |
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