+124.1%
MAR vs KMB
+2.8%
+121.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.1% |
| 7D | +4.3% | +0.5% | +3.8% | +4.2% |
| 30D | +16.8% | +12.4% | +4.4% | +14.2% |
| 3M | +16.0% | +1.0% | +15.0% | +15.6% |
| 6M | +16.5% | +12.1% | +4.3% | +14.2% |
| YTD | +35.0% | +11.6% | +23.4% | +32.0% |
| 1Y | +49.4% | +13.1% | +36.3% | +45.9% |
| 3Y | +124.1% | +1.6% | +122.5% | +108.5% |
| All | +124.1% | +2.8% | +121.3% | +108.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling