+37.8%
KMB vs MKC
+25.5%
+12.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.9% |
| 7D | +0.1% | -7.0% | +7.1% | +3.0% |
| 30D | +10.2% | +4.1% | +6.1% | +8.4% |
| 3M | +1.5% | -10.3% | +11.8% | +5.8% |
| 6M | +16.6% | +1.7% | +14.9% | +15.4% |
| YTD | +12.1% | -29.1% | +41.2% | +27.3% |
| 1Y | +11.1% | -26.0% | +37.1% | +23.8% |
| 3Y | +1.9% | -21.5% | +23.4% | +8.9% |
| 5Y | -1.3% | -35.0% | +33.8% | +12.2% |
| 10Y | +37.8% | +25.6% | +12.2% | +15.0% |
| All | +37.8% | +25.5% | +12.3% | +15.0% |
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