+1,851.2%
KMB vs MAS
+1,727.7%
+123.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.6% | -1.5% | +3.1% |
| 7D | +0.4% | +14.2% | -13.8% | -2.0% |
| 30D | +14.0% | +26.8% | -12.8% | +9.4% |
| 3M | -1.3% | +13.1% | -14.5% | -3.5% |
| 6M | +16.7% | +27.9% | -11.2% | +11.4% |
| YTD | +12.0% | +38.7% | -26.7% | +5.1% |
| 1Y | +13.6% | +40.4% | -26.7% | +6.4% |
| 3Y | +3.1% | +66.1% | -63.0% | -7.2% |
| 5Y | +0.8% | +47.4% | -46.7% | -8.7% |
| 10Y | +38.4% | +238.3% | -200.0% | +6.6% |
| All | +1,851.2% | +1,727.7% | +123.5% | +878.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling