+1,216.1%
KMB vs M
+396.5%
+819.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -1.9% |
| 7D | -3.0% | +4.7% | -7.8% | -3.5% |
| 30D | -5.5% | -9.6% | +4.2% | -4.5% |
| 3M | +14.0% | +0.9% | +13.1% | +13.7% |
| 6M | +4.1% | +22.3% | -18.2% | +1.7% |
| YTD | +8.0% | +6.5% | +1.5% | +6.8% |
| 1Y | -13.7% | +38.8% | -52.5% | -17.1% |
| 3Y | -5.9% | +115.9% | -121.9% | -16.0% |
| 5Y | -8.6% | +28.6% | -37.2% | -17.4% |
| 10Y | +17.3% | -2.5% | +19.8% | -0.8% |
| All | +1,216.1% | +396.5% | +819.6% | +652.3% |
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