+13.6%
KMB vs MULL
+444.9%
-431.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -13.8% | +17.9% | +3.7% |
| 7D | +0.4% | -35.9% | +36.3% | -0.9% |
| 30D | +14.0% | -47.3% | +61.4% | +12.3% |
| 3M | -1.3% | -30.6% | +29.3% | -2.0% |
| 6M | +16.7% | +13.7% | +3.0% | +15.3% |
| YTD | +12.0% | +272.1% | -260.1% | +11.1% |
| 1Y | +13.6% | +475.1% | -461.4% | +14.2% |
| All | +13.6% | +444.9% | -431.2% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling