+1,886.5%
KMB vs MSI
+4,571.4%
-2,684.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +6.0% | +7.4% | -1.4% | +5.2% |
| 30D | +13.5% | +18.7% | -5.2% | +11.3% |
| 3M | +3.8% | +14.5% | -10.7% | +2.2% |
| 6M | +15.6% | +38.1% | -22.5% | +11.3% |
| YTD | +14.0% | +38.7% | -24.7% | +9.6% |
| 1Y | +12.9% | +35.4% | -22.5% | +8.8% |
| 3Y | +3.7% | +75.1% | -71.4% | -3.1% |
| 5Y | -0.1% | +126.4% | -126.4% | -9.7% |
| 10Y | +41.1% | +671.4% | -630.3% | +11.6% |
| All | +1,886.5% | +4,571.4% | -2,684.9% | +920.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling