-10.9%
KMB vs MTB
+102.5%
-113.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.4% | -1.9% |
| 7D | -2.7% | +2.8% | -5.5% | -3.0% |
| 30D | -5.0% | -4.2% | -0.8% | -4.7% |
| 3M | +6.6% | +7.8% | -1.2% | +5.9% |
| 6M | +1.0% | +14.8% | -13.9% | -0.2% |
| YTD | +6.0% | +20.8% | -14.8% | +4.2% |
| 1Y | -16.6% | +23.1% | -39.7% | -18.2% |
| 3Y | -8.6% | +114.8% | -123.5% | -15.3% |
| 5Y | -10.9% | +103.3% | -114.1% | -16.8% |
| All | -10.9% | +102.5% | -113.3% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling