+970.5%
KMB vs MDY
+2,594.0%
-1,623.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +0.9% | +2.3% | -1.3% | +0.1% |
| 30D | +10.1% | +2.0% | +8.1% | +9.2% |
| 3M | 0.0% | -5.6% | +5.7% | +2.0% |
| 6M | +15.7% | +1.3% | +14.4% | +14.9% |
| YTD | +12.6% | +12.3% | +0.3% | +7.7% |
| 1Y | +10.1% | +15.8% | -5.7% | +4.1% |
| 3Y | +2.1% | +56.5% | -54.3% | -14.8% |
| 5Y | -0.7% | +35.1% | -35.8% | -13.9% |
| 10Y | +38.5% | +167.4% | -128.9% | -11.3% |
| All | +970.5% | +2,594.0% | -1,623.5% | +137.9% |
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