-6.6%
KMB vs MAGS
+133.5%
-140.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.7% |
| 7D | -3.0% | +0.5% | -3.6% | -3.0% |
| 30D | -5.5% | +1.5% | -7.0% | -5.4% |
| 3M | +14.0% | +0.5% | +13.5% | +14.1% |
| 6M | +4.1% | +11.6% | -7.5% | +4.9% |
| YTD | +8.0% | +5.3% | +2.8% | +8.4% |
| 1Y | -13.7% | +14.9% | -28.6% | -12.9% |
| All | -6.6% | +133.5% | -140.1% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling