-13.7%
KMB vs MKTX
-60.5%
+46.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | -6.5% | -0.2% | -6.3% | -6.5% |
| 30D | -8.8% | +0.7% | -9.5% | -8.9% |
| 3M | -2.2% | +40.8% | -43.0% | -4.5% |
| 6M | +0.7% | -8.0% | +8.6% | +1.5% |
| YTD | +1.0% | -8.7% | +9.8% | +1.9% |
| 1Y | -20.3% | -11.8% | -8.5% | -19.4% |
| 3Y | -13.3% | -24.0% | +10.8% | -12.2% |
| All | -13.7% | -60.5% | +46.8% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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