+15,614.6%
MA vs KMB
+292.2%
+15,322.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.4% |
| 7D | +2.3% | +0.5% | +1.8% | +2.0% |
| 30D | +14.7% | +12.4% | +2.3% | +8.0% |
| 3M | +13.5% | +1.0% | +12.5% | +12.6% |
| 6M | +33.1% | +12.1% | +21.0% | +24.7% |
| YTD | +15.1% | +11.6% | +3.4% | +7.0% |
| 1Y | +18.7% | +13.1% | +5.6% | +9.6% |
| 3Y | +72.1% | +1.6% | +70.5% | +62.7% |
| 5Y | +92.8% | -0.3% | +93.1% | +80.8% |
| 10Y | +571.6% | +37.9% | +533.7% | +378.3% |
| All | +15,614.6% | +292.2% | +15,322.5% | +4,817.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling