+1,782.5%
KMB vs MSI
+4,035.2%
-2,252.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | -3.0% | -3.7% | +0.7% | -2.6% |
| 30D | -5.5% | +6.8% | -12.3% | -6.3% |
| 3M | +14.0% | +14.3% | -0.3% | +12.2% |
| 6M | +4.1% | -1.6% | +5.7% | +4.1% |
| YTD | +8.0% | +22.8% | -14.7% | +5.3% |
| 1Y | -13.7% | -1.1% | -12.6% | -13.9% |
| 3Y | -5.9% | +70.5% | -76.4% | -11.9% |
| 5Y | -8.6% | +102.8% | -111.4% | -16.4% |
| 10Y | +17.3% | +597.4% | -580.1% | -6.2% |
| All | +1,782.5% | +4,035.2% | -2,252.7% | +880.6% |
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