+20.8%
MCD vs KMB
-0.7%
+21.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -1.3% |
| 7D | -1.6% | +0.9% | -2.6% | -2.0% |
| 30D | +14.1% | +10.1% | +4.0% | +10.4% |
| 3M | +0.6% | 0.0% | +0.6% | +0.4% |
| 6M | 0.0% | +15.7% | -15.7% | -5.1% |
| YTD | -9.3% | +12.6% | -21.9% | -13.4% |
| 1Y | -9.3% | +10.1% | -19.4% | -12.8% |
| 3Y | +8.6% | +2.1% | +6.5% | +5.7% |
| All | +20.8% | -0.7% | +21.5% | +18.6% |
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 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