+177.3%
MCD vs KMB
+17.3%
+160.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.0% |
| 7D | -2.8% | -3.0% | +0.2% | -1.8% |
| 30D | -6.0% | -5.5% | -0.5% | -4.2% |
| 3M | -5.6% | +14.0% | -19.6% | -9.9% |
| 6M | -21.9% | +4.1% | -25.9% | -23.2% |
| YTD | -14.7% | +8.0% | -22.7% | -17.4% |
| 1Y | -17.3% | -13.7% | -3.5% | -13.7% |
| 3Y | -2.2% | -5.9% | +3.8% | -1.8% |
| 5Y | +20.3% | -8.6% | +28.9% | +21.1% |
| All | +177.3% | +17.3% | +160.0% | +162.0% |
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