+13.5%
KMB vs MDY
+177.2%
-163.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | -6.5% | -1.9% | -4.6% | -6.0% |
| 30D | -8.8% | -4.6% | -4.2% | -7.6% |
| 3M | -2.2% | -1.2% | -0.9% | -1.9% |
| 6M | +0.7% | +9.2% | -8.6% | -1.9% |
| YTD | +1.0% | +13.1% | -12.0% | -2.6% |
| 1Y | -20.3% | +13.0% | -33.3% | -23.3% |
| 3Y | -13.3% | +49.2% | -62.5% | -24.1% |
| 5Y | -12.9% | +47.2% | -60.2% | -24.6% |
| All | +13.5% | +177.2% | -163.7% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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