-5.0%
MCD vs KMB
+13.8%
-18.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.1% |
| 7D | +7.1% | +0.5% | +6.7% | +6.8% |
| 30D | +19.8% | +12.4% | +7.4% | +15.0% |
| 3M | +0.8% | +1.0% | -0.2% | +0.1% |
| 6M | -1.3% | +12.1% | -13.5% | -5.0% |
| YTD | -7.8% | +11.6% | -19.4% | -11.1% |
| 1Y | -5.0% | +13.1% | -18.1% | -8.8% |
| All | -5.0% | +13.8% | -18.8% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling