+1,782.5%
KMB vs MKC
+3,376.8%
-1,594.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.3% |
| 7D | -3.0% | -5.9% | +2.8% | -1.4% |
| 30D | -5.5% | -0.9% | -4.6% | -5.3% |
| 3M | +14.0% | +12.7% | +1.3% | +10.1% |
| 6M | +4.1% | -19.3% | +23.4% | +10.1% |
| YTD | +8.0% | -22.2% | +30.2% | +15.2% |
| 1Y | -13.7% | -23.3% | +9.6% | -7.8% |
| 3Y | -5.9% | -30.0% | +24.0% | +2.1% |
| 5Y | -8.6% | -33.8% | +25.1% | 0.0% |
| 10Y | +17.3% | +24.4% | -7.2% | +7.9% |
| All | +1,782.5% | +3,376.8% | -1,594.2% | +790.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling