+41.1%
KMB vs OMC
+56.4%
-15.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | +6.0% | +6.8% | -0.8% | +4.7% |
| 30D | +13.5% | +16.2% | -2.7% | +10.3% |
| 3M | +3.8% | +6.0% | -2.3% | +2.5% |
| 6M | +15.6% | +17.7% | -2.1% | +11.9% |
| YTD | +14.0% | +13.5% | +0.6% | +10.6% |
| 1Y | +12.9% | +27.2% | -14.3% | +7.1% |
| 3Y | +3.7% | +30.4% | -26.7% | -3.1% |
| 5Y | -0.1% | +53.5% | -53.6% | -11.4% |
| 10Y | +41.1% | +57.0% | -15.9% | +18.9% |
| All | +41.1% | +56.4% | -15.3% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling