+1,782.5%
KMB vs MTB
+8,294.1%
-6,511.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -3.0% | +1.7% | -4.8% | -3.3% |
| 30D | -5.5% | -4.2% | -1.3% | -4.8% |
| 3M | +14.0% | +8.9% | +5.1% | +12.4% |
| 6M | +4.1% | +10.9% | -6.8% | +2.3% |
| YTD | +8.0% | +21.5% | -13.4% | +4.5% |
| 1Y | -13.7% | +21.9% | -35.7% | -16.7% |
| 3Y | -5.9% | +109.2% | -115.2% | -18.2% |
| 5Y | -8.6% | +102.0% | -110.6% | -21.7% |
| 10Y | +17.3% | +171.9% | -154.6% | -10.3% |
| All | +1,782.5% | +8,294.1% | -6,511.6% | +471.4% |
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