+215.7%
KMB vs MSCI
+2,756.4%
-2,540.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -3.0% | +0.4% | -3.4% | -3.1% |
| 30D | -5.5% | +0.6% | -6.0% | -5.6% |
| 3M | +14.0% | -7.1% | +21.1% | +15.0% |
| 6M | +4.1% | +0.8% | +3.3% | +3.6% |
| YTD | +8.0% | +1.0% | +7.1% | +7.3% |
| 1Y | -13.7% | +4.3% | -18.1% | -14.8% |
| 3Y | -5.9% | +9.9% | -15.9% | -8.9% |
| 5Y | -8.6% | -6.8% | -1.9% | -10.9% |
| 10Y | +17.3% | +614.7% | -597.4% | -19.8% |
| All | +215.7% | +2,756.4% | -2,540.6% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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