+1,886.5%
KMB vs MTB
+7,621.0%
-5,734.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.9% |
| 7D | +6.0% | -0.7% | +6.7% | +6.2% |
| 30D | +13.5% | +1.4% | +12.1% | +13.3% |
| 3M | +3.8% | -11.6% | +15.4% | +5.9% |
| 6M | +15.6% | +5.4% | +10.2% | +14.6% |
| YTD | +14.0% | +11.7% | +2.3% | +11.8% |
| 1Y | +12.9% | +20.5% | -7.6% | +9.3% |
| 3Y | +3.7% | +104.5% | -100.8% | -9.3% |
| 5Y | -0.1% | +65.1% | -65.1% | -11.2% |
| 10Y | +41.1% | +119.5% | -78.4% | +12.4% |
| All | +1,886.5% | +7,621.0% | -5,734.5% | +511.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling