-20.8%
KMB vs MAGS
+14.5%
-35.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.1% |
| 7D | -8.6% | +0.8% | -9.4% | -8.5% |
| 30D | -7.5% | +0.4% | -7.9% | -7.5% |
| 3M | -0.6% | +5.6% | -6.2% | +0.2% |
| 6M | -1.5% | +12.3% | -13.9% | -1.0% |
| YTD | +1.6% | +5.1% | -3.5% | -0.3% |
| 1Y | -20.8% | +14.0% | -34.7% | -21.3% |
| All | -20.8% | +14.5% | -35.2% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 1y: compounded portfolio wealth divided by compounded MAGS 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…
1y analysis · Full analysis span regression · 6 months rolling