+61.3%
MDT vs KMB
+38.7%
+22.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.6% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | +10.5% | +10.2% | +0.3% | +7.0% |
| 3M | +13.0% | +1.5% | +11.5% | +12.3% |
| 6M | +38.7% | +16.6% | +22.0% | +31.6% |
| YTD | +8.5% | +12.1% | -3.6% | +4.1% |
| 1Y | +10.0% | +11.1% | -1.0% | +5.8% |
| 3Y | +58.6% | +1.9% | +56.7% | +54.4% |
| 5Y | -0.3% | -1.3% | +1.0% | -2.6% |
| 10Y | +61.3% | +37.8% | +23.5% | +48.9% |
| All | +61.3% | +38.7% | +22.5% | +48.9% |
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