+14.7%
KMB vs MTB
+172.8%
-158.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.1% |
| 7D | -8.6% | +1.1% | -9.7% | -8.7% |
| 30D | -7.5% | -4.6% | -2.9% | -7.1% |
| 3M | -0.6% | +6.3% | -6.9% | -1.2% |
| 6M | -1.5% | +15.6% | -17.1% | -2.9% |
| YTD | +1.6% | +20.6% | -18.9% | -0.3% |
| 1Y | -20.8% | +22.5% | -43.3% | -22.4% |
| 3Y | -12.4% | +114.4% | -126.8% | -19.6% |
| 5Y | -12.9% | +101.9% | -114.8% | -20.3% |
| 10Y | +14.7% | +170.4% | -155.7% | -2.8% |
| All | +14.7% | +172.8% | -158.1% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling