+211.3%
MCD vs KMB
+41.7%
+169.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.2% | -1.4% | +0.6% |
| 7D | +5.9% | +3.4% | +2.5% | +4.7% |
| 30D | +19.6% | +14.7% | +5.0% | +13.9% |
| 3M | +3.3% | +3.3% | 0.0% | +1.9% |
| 6M | +3.5% | +16.8% | -13.3% | -2.3% |
| YTD | -6.1% | +15.2% | -21.3% | -11.2% |
| 1Y | -3.7% | +13.3% | -17.0% | -8.4% |
| 3Y | +13.4% | +5.4% | +7.9% | +9.1% |
| 5Y | +25.2% | +2.7% | +22.4% | +20.8% |
| 10Y | +211.3% | +38.7% | +172.6% | +179.0% |
| All | +211.3% | +41.7% | +169.5% | +179.0% |
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