-20.8%
KMB vs MULL
+2,529.3%
-2,550.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.4% | -9.5% | -4.0% |
| 7D | -8.6% | +14.8% | -23.4% | -8.2% |
| 30D | -7.5% | +36.6% | -44.1% | -6.6% |
| 3M | -0.6% | -8.9% | +8.3% | +0.1% |
| 6M | -1.5% | +311.9% | -313.5% | +0.5% |
| YTD | +1.6% | +579.8% | -578.2% | +6.2% |
| 1Y | -20.8% | +2,421.5% | -2,442.3% | -14.5% |
| All | -20.8% | +2,529.3% | -2,550.1% | -14.5% |
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