+73.1%
MA vs KMB
-8.4%
+81.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.7% |
| 7D | -2.7% | -3.0% | +0.3% | -1.9% |
| 30D | +1.5% | -5.5% | +7.0% | +2.9% |
| 3M | +20.4% | +14.0% | +6.4% | +16.5% |
| 6M | +11.1% | +4.1% | +7.1% | +9.8% |
| YTD | +2.0% | +8.0% | -6.1% | -0.6% |
| 1Y | -2.2% | -13.7% | +11.6% | +1.5% |
| 3Y | +41.9% | -5.9% | +47.8% | +41.8% |
| All | +73.1% | -8.4% | +81.4% | +72.2% |
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