+19.8%
MA vs KMB
+9.5%
+10.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.9% |
| 7D | +1.3% | +0.9% | +0.4% | +1.1% |
| 30D | +9.6% | +10.1% | -0.5% | +7.7% |
| 3M | +16.8% | 0.0% | +16.7% | +16.3% |
| 6M | +35.2% | +15.7% | +19.5% | +33.6% |
| YTD | +16.6% | +12.6% | +3.9% | +14.7% |
| 1Y | +19.8% | +10.1% | +9.6% | +19.0% |
| All | +19.8% | +9.5% | +10.2% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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