+498.8%
MAR vs KMB
+39.0%
+459.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.4% | -0.7% |
| 7D | +1.6% | +0.9% | +0.7% | +1.4% |
| 30D | +13.8% | +10.1% | +3.7% | +11.8% |
| 3M | +20.3% | 0.0% | +20.2% | +20.1% |
| 6M | +21.3% | +15.7% | +5.6% | +18.2% |
| YTD | +37.2% | +12.6% | +24.6% | +34.1% |
| 1Y | +48.4% | +10.1% | +38.3% | +45.6% |
| 3Y | +120.1% | +2.1% | +118.0% | +116.2% |
| 5Y | +182.1% | -0.7% | +182.7% | +177.2% |
| All | +498.8% | +39.0% | +459.8% | +465.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling