+427.0%
MCK vs KMB
+14.6%
+412.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -2.9% | -6.5% | +3.6% | -0.7% |
| 30D | +0.4% | -8.8% | +9.2% | +3.6% |
| 3M | +12.1% | -2.2% | +14.3% | +12.8% |
| 6M | -5.4% | +0.7% | -6.1% | -6.0% |
| YTD | +7.8% | +1.0% | +6.7% | +6.7% |
| 1Y | +22.9% | -20.3% | +43.3% | +31.9% |
| 3Y | +110.7% | -13.3% | +124.0% | +116.1% |
| 5Y | +346.2% | -12.9% | +359.1% | +351.3% |
| All | +427.0% | +14.6% | +412.4% | +408.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling