+366.7%
KMB vs MOH
+1,302.1%
-935.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.7% |
| 7D | -2.7% | -3.3% | +0.6% | -2.4% |
| 30D | -5.0% | -0.1% | -5.0% | -5.1% |
| 3M | +6.6% | -1.1% | +7.6% | +6.5% |
| 6M | +1.0% | +35.9% | -34.9% | -2.2% |
| YTD | +6.0% | +13.1% | -7.2% | +3.7% |
| 1Y | -16.6% | +11.8% | -28.4% | -18.5% |
| 3Y | -8.6% | -38.7% | +30.1% | -7.2% |
| 5Y | -10.9% | -25.1% | +14.3% | -11.7% |
| 10Y | +16.8% | +243.8% | -227.0% | -1.9% |
| All | +366.7% | +1,302.1% | -935.5% | +228.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling