-19.1%
KMB vs MDY
+13.9%
-33.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -7.7% | -2.5% | -5.2% | -7.2% |
| 30D | -8.2% | -5.0% | -3.2% | -7.3% |
| 3M | -1.9% | +0.5% | -2.3% | -1.9% |
| 6M | -0.7% | +8.0% | -8.7% | -2.5% |
| YTD | +1.4% | +12.2% | -10.8% | -0.8% |
| 1Y | -19.1% | +14.0% | -33.1% | -21.4% |
| All | -19.1% | +13.9% | -33.1% | -21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling