+2.9%
KMB vs MAS
+7.5%
-4.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.8% | -4.6% | -3.3% |
| 7D | -4.2% | -0.8% | -3.4% | -4.0% |
| 30D | -6.6% | -5.6% | -1.0% | -5.1% |
| 3M | +12.6% | +4.4% | +8.2% | +10.6% |
| 6M | +2.9% | +7.2% | -4.4% | -1.7% |
| All | +2.9% | +7.5% | -4.7% | -1.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling