+441.9%
MAR vs KMB
+12.7%
+429.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +1.5% |
| 7D | -0.5% | -8.6% | +8.1% | +1.0% |
| 30D | -4.7% | -7.5% | +2.9% | -3.4% |
| 3M | -15.6% | -0.6% | -15.0% | -15.5% |
| 6M | +1.2% | -1.5% | +2.8% | +1.4% |
| YTD | +7.5% | +1.6% | +5.9% | +7.0% |
| 1Y | +26.6% | -20.8% | +47.4% | +30.6% |
| 3Y | +66.0% | -12.4% | +78.3% | +67.4% |
| 5Y | +154.1% | -12.9% | +167.0% | +155.5% |
| 10Y | +441.9% | +14.7% | +427.1% | +420.8% |
| All | +441.9% | +12.7% | +429.2% | +420.8% |
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