+70.1%
MDT vs KMB
+39.0%
+31.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.1% |
| 7D | +1.0% | +0.9% | +0.1% | +0.7% |
| 30D | +9.2% | +10.1% | -0.9% | +5.7% |
| 3M | +14.5% | 0.0% | +14.4% | +14.3% |
| 6M | +37.3% | +15.7% | +21.6% | +30.6% |
| YTD | +9.8% | +12.6% | -2.8% | +5.2% |
| 1Y | +10.5% | +10.1% | +0.4% | +6.6% |
| 3Y | +57.4% | +2.1% | +55.3% | +53.1% |
| 5Y | +1.2% | -0.7% | +1.8% | -1.4% |
| All | +70.1% | +39.0% | +31.2% | +56.9% |
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