+459.8%
KMB vs MKSI
+2,161.7%
-1,701.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -5.9% | -1.8% |
| 7D | -3.0% | +1.8% | -4.8% | -3.1% |
| 30D | -5.5% | -16.8% | +11.3% | -4.7% |
| 3M | +14.0% | -21.1% | +35.1% | +14.7% |
| 6M | +4.1% | +10.8% | -6.8% | +2.6% |
| YTD | +8.0% | +63.3% | -55.3% | +4.2% |
| 1Y | -13.7% | +157.0% | -170.7% | -19.1% |
| 3Y | -5.9% | +163.7% | -169.7% | -13.5% |
| 5Y | -8.6% | +82.0% | -90.6% | -15.2% |
| 10Y | +17.3% | +467.2% | -449.9% | -1.2% |
| All | +459.8% | +2,161.7% | -1,701.9% | +336.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling