+14.7%
KMB vs MKC
+26.7%
-12.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.8% |
| 7D | -8.6% | -4.3% | -4.3% | -7.0% |
| 30D | -7.5% | -3.1% | -4.4% | -6.4% |
| 3M | -0.6% | +6.8% | -7.5% | -3.5% |
| 6M | -1.5% | -18.3% | +16.8% | +6.1% |
| YTD | +1.6% | -23.1% | +24.7% | +11.8% |
| 1Y | -20.8% | -23.7% | +2.9% | -12.7% |
| 3Y | -12.4% | -31.0% | +18.6% | -0.8% |
| 5Y | -12.9% | -33.5% | +20.6% | -1.5% |
| 10Y | +14.7% | +30.3% | -15.5% | -5.9% |
| All | +14.7% | +26.7% | -12.0% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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