+10.5%
MCD vs KMB
+2.8%
+7.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.1% |
| 7D | +7.1% | +0.5% | +6.7% | +6.9% |
| 30D | +19.8% | +12.4% | +7.4% | +15.4% |
| 3M | +0.8% | +1.0% | -0.2% | +0.3% |
| 6M | -1.3% | +12.1% | -13.5% | -4.9% |
| YTD | -7.8% | +11.6% | -19.4% | -11.2% |
| 1Y | -5.0% | +13.1% | -18.1% | -8.9% |
| 3Y | +10.5% | +1.6% | +9.0% | +10.0% |
| All | +10.5% | +2.8% | +7.8% | +10.0% |
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 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