+6.3%
TSLA vs KMB
-16.3%
+22.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +5.9% | +3.6% |
| 7D | +3.4% | -2.7% | +6.1% | +2.8% |
| 30D | +12.0% | -5.0% | +17.1% | +10.8% |
| 3M | -10.0% | +6.6% | -16.5% | -8.3% |
| 6M | -7.2% | +1.0% | -8.2% | -6.4% |
| YTD | -18.1% | +6.0% | -24.1% | -16.1% |
| 1Y | +6.3% | -16.6% | +22.9% | +6.7% |
| All | +6.3% | -16.3% | +22.6% | +6.7% |
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 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