-12.8%
TSLA vs KMB
+3.8%
-16.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.6% | -4.3% | -6.2% |
| 7D | +1.5% | -3.0% | +4.6% | +1.0% |
| 30D | +10.1% | -5.5% | +15.6% | +8.9% |
| 3M | -15.4% | +14.0% | -29.4% | -13.5% |
| 6M | -12.8% | +4.1% | -16.9% | -5.3% |
| All | -12.8% | +3.8% | -16.6% | -5.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling