+22.7%
MCD vs KMB
-0.3%
+23.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +15.0% |
| 3M | +0.8% | +1.0% | -0.2% | +0.3% |
| 6M | -1.3% | +12.1% | -13.5% | -5.3% |
| YTD | -7.8% | +11.6% | -19.4% | -11.6% |
| 1Y | -5.0% | +13.1% | -18.1% | -9.4% |
| 3Y | +10.5% | +1.6% | +9.0% | +7.8% |
| All | +22.7% | -0.3% | +23.1% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling