+1,265.0%
KMB vs M
+439.9%
+825.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | +0.1% | -3.3% | +3.4% | +0.4% |
| 30D | +10.2% | +8.1% | +2.1% | +9.3% |
| 3M | +1.5% | +2.2% | -0.7% | +1.2% |
| 6M | +16.6% | +35.1% | -18.5% | +12.8% |
| YTD | +12.1% | +15.8% | -3.8% | +9.8% |
| 1Y | +11.1% | +25.8% | -14.8% | +7.8% |
| 3Y | +1.9% | +156.2% | -154.3% | -10.5% |
| 5Y | -1.3% | -2.4% | +1.1% | -7.4% |
| 10Y | +37.8% | -7.1% | +44.9% | +18.0% |
| All | +1,265.0% | +439.9% | +825.1% | +673.2% |
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