+953.4%
KMB vs MTCH
+14,607.2%
-13,653.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.5% |
| 7D | -3.0% | +0.7% | -3.7% | -3.1% |
| 30D | -5.5% | +9.7% | -15.2% | -6.0% |
| 3M | +14.0% | +21.1% | -7.1% | +12.7% |
| 6M | +4.1% | +37.5% | -33.4% | +2.1% |
| YTD | +8.0% | +31.9% | -23.9% | +6.2% |
| 1Y | -13.7% | +14.6% | -28.3% | -14.6% |
| 3Y | -5.9% | -6.2% | +0.2% | -6.6% |
| 5Y | -8.6% | -70.6% | +62.0% | -4.7% |
| 10Y | +17.3% | +185.6% | -168.3% | +3.7% |
| All | +953.4% | +14,607.2% | -13,653.7% | +724.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling