-1.5%
MCD vs KMB
-5.5%
+4.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.0% |
| 7D | -2.8% | -3.0% | +0.2% | -1.9% |
| 30D | -6.0% | -5.5% | -0.5% | -4.4% |
| 3M | -5.6% | +14.0% | -19.6% | -9.2% |
| 6M | -21.9% | +4.1% | -25.9% | -23.0% |
| YTD | -14.7% | +8.0% | -22.7% | -16.9% |
| 1Y | -17.3% | -13.7% | -3.5% | -13.8% |
| All | -1.5% | -5.5% | +4.0% | -0.6% |
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