+72.1%
MA vs KMB
+2.8%
+69.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.1% |
| 7D | +2.3% | +0.5% | +1.8% | +2.2% |
| 30D | +14.7% | +12.4% | +2.3% | +12.1% |
| 3M | +13.5% | +1.0% | +12.5% | +13.1% |
| 6M | +33.1% | +12.1% | +21.0% | +30.2% |
| YTD | +15.1% | +11.6% | +3.4% | +12.3% |
| 1Y | +18.7% | +13.1% | +5.6% | +15.5% |
| 3Y | +72.1% | +1.6% | +70.5% | +72.1% |
| All | +72.1% | +2.8% | +69.3% | +72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling