+63.4%
TSLA vs KMB
+2.8%
+60.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.1% | +3.9% |
| 7D | -10.4% | +0.5% | -10.9% | -10.2% |
| 30D | -5.2% | +12.4% | -17.6% | -3.3% |
| 3M | +12.1% | +1.0% | +11.1% | +12.6% |
| 6M | -10.2% | +12.1% | -22.3% | -8.0% |
| YTD | -20.3% | +11.6% | -32.0% | -18.4% |
| 1Y | -19.7% | +13.1% | -32.8% | -17.5% |
| 3Y | +63.4% | +1.6% | +61.8% | +73.3% |
| All | +63.4% | +2.8% | +60.6% | +73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling