+1.6%
KMB vs MKC
-21.5%
+23.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.9% |
| 7D | +0.1% | -7.0% | +7.1% | +2.6% |
| 30D | +10.2% | +4.1% | +6.1% | +8.8% |
| 3M | +1.5% | -10.3% | +11.8% | +4.9% |
| 6M | +16.6% | +1.7% | +14.9% | +15.8% |
| YTD | +12.1% | -29.1% | +41.2% | +24.3% |
| 1Y | +11.1% | -26.0% | +37.1% | +21.3% |
| All | +1.6% | -21.5% | +23.1% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling