+85.0%
MA vs KMB
-3.2%
+88.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.8% |
| 7D | -0.5% | -3.0% | +2.5% | +0.2% |
| 30D | +7.9% | +9.1% | -1.2% | +5.5% |
| 3M | +16.8% | -0.4% | +17.2% | +16.7% |
| 6M | +31.0% | +13.0% | +18.0% | +26.8% |
| YTD | +15.0% | +10.3% | +4.7% | +11.5% |
| 1Y | +17.0% | +8.2% | +8.8% | +14.0% |
| 3Y | +68.5% | +0.4% | +68.1% | +64.7% |
| 5Y | +85.0% | -2.7% | +87.7% | +79.5% |
| All | +85.0% | -3.2% | +88.2% | +79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling