+1,844.7%
KMB vs MSI
+4,457.4%
-2,612.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.4% | -1.8% |
| 7D | +0.5% | +4.7% | -4.2% | -0.1% |
| 30D | +12.4% | +14.8% | -2.4% | +10.6% |
| 3M | +1.0% | +8.8% | -7.8% | 0.0% |
| 6M | +12.1% | +19.3% | -7.2% | +9.7% |
| YTD | +11.6% | +35.3% | -23.7% | +7.6% |
| 1Y | +13.1% | +33.8% | -20.7% | +9.2% |
| 3Y | +1.6% | +74.4% | -72.9% | -5.0% |
| 5Y | -0.3% | +120.5% | -120.8% | -9.6% |
| 10Y | +37.9% | +685.2% | -647.3% | +9.0% |
| All | +1,844.7% | +4,457.4% | -2,612.7% | +902.0% |
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