-12.5%
KMB vs MKSI
+86.0%
-98.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -4.1% |
| 7D | -8.6% | +6.6% | -15.2% | -8.6% |
| 30D | -7.5% | -8.2% | +0.7% | -7.6% |
| 3M | -0.6% | -16.4% | +15.8% | -0.8% |
| 6M | -1.5% | +23.0% | -24.5% | -2.2% |
| YTD | +1.6% | +68.2% | -66.6% | +0.7% |
| 1Y | -20.8% | +148.6% | -169.3% | -21.9% |
| 3Y | -12.4% | +196.0% | -208.4% | -15.2% |
| All | -12.5% | +86.0% | -98.4% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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