+22.6%
KMB vs MRNA
+561.6%
-539.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.6% |
| 7D | -3.0% | +5.5% | -8.5% | -3.2% |
| 30D | -5.5% | +158.7% | -164.2% | -8.8% |
| 3M | +14.0% | +182.1% | -168.1% | +9.5% |
| 6M | +4.1% | +151.8% | -147.7% | +0.2% |
| YTD | +8.0% | +393.6% | -385.5% | +1.8% |
| 1Y | -13.7% | +499.5% | -513.2% | -19.3% |
| 3Y | -5.9% | +29.3% | -35.3% | -9.2% |
| 5Y | -8.6% | -65.1% | +56.5% | -9.7% |
| All | +22.6% | +561.6% | -539.0% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 MRNA 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