+1,285.1%
KMB vs M
+425.5%
+859.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.9% | +7.4% | +2.1% |
| 7D | +0.4% | -2.1% | +2.5% | +0.6% |
| 30D | +14.1% | +7.7% | +6.4% | +13.3% |
| 3M | -0.5% | -4.4% | +3.8% | -0.2% |
| 6M | +16.6% | +27.5% | -10.9% | +13.4% |
| YTD | +13.7% | +12.8% | +1.0% | +11.7% |
| 1Y | +16.1% | +20.7% | -4.7% | +13.1% |
| 3Y | +4.7% | +111.3% | -106.6% | -6.2% |
| 5Y | +1.5% | -6.3% | +7.9% | -4.3% |
| 10Y | +40.5% | +1.5% | +39.0% | +18.5% |
| All | +1,285.1% | +425.5% | +859.5% | +686.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 all: compounded portfolio wealth divided by compounded M 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…
all analysis · Full analysis span regression · 6 months rolling