-8.0%
KMB vs MSI
+103.4%
-111.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | -3.0% | -3.7% | +0.7% | -2.3% |
| 30D | -5.5% | +6.8% | -12.3% | -7.0% |
| 3M | +14.0% | +14.3% | -0.3% | +10.5% |
| 6M | +4.1% | -1.6% | +5.7% | +4.0% |
| YTD | +8.0% | +22.8% | -14.7% | +2.7% |
| 1Y | -13.7% | -1.1% | -12.6% | -14.2% |
| 3Y | -5.9% | +70.5% | -76.4% | -16.7% |
| All | -8.0% | +103.4% | -111.4% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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