+16.9%
KMB vs MAS
+137.9%
-121.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -2.0% |
| 7D | -3.0% | -0.8% | -2.3% | -2.9% |
| 30D | -5.5% | -5.6% | +0.1% | -4.2% |
| 3M | +14.0% | +4.4% | +9.5% | +12.5% |
| 6M | +4.1% | +7.2% | -3.1% | +1.8% |
| YTD | +8.0% | +16.1% | -8.1% | +3.5% |
| 1Y | -13.7% | +0.1% | -13.8% | -14.6% |
| 3Y | -5.9% | +28.3% | -34.2% | -13.6% |
| 5Y | -8.6% | +30.5% | -39.1% | -18.2% |
| All | +16.9% | +137.9% | -121.0% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling