+537.5%
MAR vs KMB
+38.4%
+499.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +2.8% |
| 7D | +2.9% | +6.0% | -3.2% | +1.8% |
| 30D | +17.0% | +13.5% | +3.6% | +14.4% |
| 3M | +23.2% | +3.8% | +19.4% | +22.2% |
| 6M | +21.7% | +15.6% | +6.2% | +18.7% |
| YTD | +38.9% | +14.0% | +24.8% | +35.4% |
| 1Y | +48.7% | +12.9% | +35.7% | +45.2% |
| 3Y | +122.9% | +3.7% | +119.2% | +118.4% |
| 5Y | +177.5% | -0.1% | +177.5% | +172.4% |
| 10Y | +537.5% | +41.1% | +496.4% | +502.2% |
| All | +537.5% | +38.4% | +499.2% | +502.2% |
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