-12.7%
KMB vs MTCH
-72.5%
+59.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.3% |
| 7D | -7.7% | -1.4% | -6.2% | -7.6% |
| 30D | -8.2% | +13.6% | -21.8% | -8.7% |
| 3M | -1.9% | +22.4% | -24.3% | -2.7% |
| 6M | -0.7% | +37.2% | -37.8% | -2.0% |
| YTD | +1.4% | +31.8% | -30.4% | +0.1% |
| 1Y | -19.1% | +12.9% | -32.0% | -19.7% |
| 3Y | -12.6% | -1.1% | -11.5% | -13.4% |
| 5Y | -12.7% | -73.5% | +60.8% | -16.2% |
| All | -12.7% | -72.5% | +59.9% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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