+339.0%
MCK vs KMB
-13.1%
+352.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -2.9% | -6.5% | +3.6% | -1.4% |
| 30D | +0.4% | -8.8% | +9.2% | +2.6% |
| 3M | +12.1% | -2.2% | +14.3% | +12.7% |
| 6M | -5.4% | +0.7% | -6.1% | -5.6% |
| YTD | +7.8% | +1.0% | +6.7% | +7.3% |
| 1Y | +22.9% | -20.3% | +43.3% | +29.4% |
| 3Y | +110.7% | -13.3% | +124.0% | +116.1% |
| All | +339.0% | -13.1% | +352.1% | +352.2% |
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 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