-12.7%
KMB vs MOH
-23.8%
+11.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -0.5% |
| 7D | -7.7% | -1.3% | -6.4% | -7.6% |
| 30D | -8.2% | +3.0% | -11.2% | -8.4% |
| 3M | -1.9% | +1.2% | -3.1% | -2.1% |
| 6M | -0.7% | +41.7% | -42.4% | -3.7% |
| YTD | +1.4% | +15.4% | -14.0% | -0.6% |
| 1Y | -19.1% | +11.8% | -30.9% | -20.8% |
| 3Y | -12.6% | -37.5% | +24.9% | -11.4% |
| 5Y | -12.7% | -20.6% | +8.0% | -17.0% |
| All | -12.7% | -23.8% | +11.1% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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