+110.7%
MCK vs KMB
-13.3%
+124.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -2.9% | -6.5% | +3.6% | -1.6% |
| 30D | +0.4% | -8.8% | +9.2% | +2.3% |
| 3M | +12.1% | -2.2% | +14.3% | +12.8% |
| 6M | -5.4% | +0.7% | -6.1% | -5.4% |
| YTD | +7.8% | +1.0% | +6.7% | +7.6% |
| 1Y | +22.9% | -20.3% | +43.3% | +28.6% |
| 3Y | +110.7% | -13.3% | +124.0% | +119.2% |
| All | +110.7% | -13.3% | +124.0% | +119.2% |
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 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