-10.9%
KMB vs MKC
-33.2%
+22.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | -2.7% | -4.3% | +1.6% | -1.3% |
| 30D | -5.0% | -2.0% | -3.0% | -4.4% |
| 3M | +6.6% | +10.0% | -3.4% | +3.1% |
| 6M | +1.0% | -18.5% | +19.5% | +7.6% |
| YTD | +6.0% | -22.4% | +28.4% | +14.6% |
| 1Y | -16.6% | -23.6% | +7.0% | -9.5% |
| 3Y | -8.6% | -30.4% | +21.8% | +2.1% |
| 5Y | -10.9% | -34.2% | +23.3% | -1.2% |
| All | -10.9% | -33.2% | +22.4% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling