+4.6%
TSLA vs KMB
-14.3%
+18.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.8% | -3.2% | -6.5% |
| 7D | +1.5% | -4.2% | +5.7% | +0.7% |
| 30D | +10.1% | -6.6% | +16.7% | +8.5% |
| 3M | -15.4% | +12.6% | -28.0% | -12.9% |
| 6M | -12.8% | +2.9% | -15.6% | -11.7% |
| YTD | -21.3% | +6.8% | -28.0% | -19.2% |
| 1Y | +4.6% | -14.8% | +19.4% | +7.8% |
| All | +4.6% | -14.3% | +18.9% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling