+926.8%
KMB vs MDY
+2,662.7%
-1,735.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -3.0% | +0.1% | -3.2% | -3.1% |
| 30D | -5.5% | -1.5% | -4.0% | -5.0% |
| 3M | +14.0% | +0.8% | +13.2% | +13.5% |
| 6M | +4.1% | +7.4% | -3.3% | +1.3% |
| YTD | +8.0% | +15.2% | -7.1% | +2.4% |
| 1Y | -13.7% | +16.5% | -30.3% | -18.7% |
| 3Y | -5.9% | +46.8% | -52.7% | -19.7% |
| 5Y | -8.6% | +46.0% | -54.7% | -23.0% |
| 10Y | +17.3% | +172.1% | -154.8% | -25.3% |
| All | +926.8% | +2,662.7% | -1,735.9% | +126.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling