+6,511.4%
MCD vs KMB
+1,925.1%
+4,586.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.3% |
| 7D | +8.0% | +0.4% | +7.6% | +7.9% |
| 30D | +19.6% | +14.1% | +5.5% | +14.6% |
| 3M | +2.2% | -0.5% | +2.7% | +2.2% |
| 6M | -1.1% | +16.6% | -17.7% | -6.1% |
| YTD | -7.2% | +13.7% | -21.0% | -11.5% |
| 1Y | -6.7% | +16.1% | -22.8% | -11.6% |
| 3Y | +11.6% | +4.7% | +6.9% | +8.2% |
| 5Y | +22.6% | +1.5% | +21.1% | +19.3% |
| 10Y | +218.4% | +40.5% | +177.9% | +174.2% |
| All | +6,511.4% | +1,925.1% | +4,586.3% | +2,171.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling