+2,737.0%
TSLA vs KMB
+12.7%
+2,724.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.3% |
| 7D | +3.0% | -8.6% | +11.6% | +3.9% |
| 30D | +11.2% | -7.5% | +18.7% | +12.0% |
| 3M | -7.3% | -0.6% | -6.6% | -7.4% |
| 6M | -7.7% | -1.5% | -6.2% | -7.8% |
| YTD | -18.2% | +1.6% | -19.8% | -18.7% |
| 1Y | +6.0% | -20.8% | +26.8% | +8.8% |
| 3Y | +48.0% | -12.4% | +60.4% | +48.1% |
| 5Y | +46.2% | -12.9% | +59.1% | +44.4% |
| 10Y | +2,737.0% | +14.7% | +2,722.3% | +2,509.3% |
| All | +2,737.0% | +12.7% | +2,724.3% | +2,509.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling