+64.6%
MAR vs KMB
-8.5%
+73.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -2.0% |
| 7D | -1.7% | -2.7% | +1.0% | -1.3% |
| 30D | -6.9% | -5.0% | -1.9% | -6.1% |
| 3M | -15.8% | +6.6% | -22.4% | -16.5% |
| 6M | +1.9% | +1.0% | +1.0% | +1.4% |
| YTD | +6.6% | +6.0% | +0.7% | +5.5% |
| 1Y | +23.7% | -16.6% | +40.3% | +25.2% |
| 3Y | +64.6% | -8.6% | +73.2% | +59.9% |
| All | +64.6% | -8.5% | +73.1% | +59.9% |
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 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