-5.2%
KMB vs MAGS
+186.7%
-191.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.3% | +0.9% | +3.4% |
| 7D | +3.4% | +1.3% | +2.1% | +3.5% |
| 30D | +14.7% | -6.3% | +21.0% | +14.2% |
| 3M | +3.3% | -0.1% | +3.3% | +3.2% |
| 6M | +16.8% | -0.8% | +17.6% | +16.8% |
| YTD | +15.2% | +4.7% | +10.5% | +15.5% |
| 1Y | +13.3% | +6.8% | +6.5% | +13.7% |
| 3Y | +5.4% | +128.9% | -123.5% | +7.4% |
| All | -5.2% | +186.7% | -191.9% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling