-20.1%
MDT vs KMB
-9.5%
-10.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.3% |
| 7D | +0.4% | -2.7% | +3.1% | +1.2% |
| 30D | +6.0% | -5.0% | +11.0% | +7.7% |
| 3M | +15.5% | +6.6% | +9.0% | +13.4% |
| 6M | +3.4% | +1.0% | +2.4% | +3.0% |
| YTD | -2.2% | +6.0% | -8.1% | -4.1% |
| 1Y | +2.6% | -16.6% | +19.2% | +7.9% |
| 3Y | +27.5% | -8.6% | +36.2% | +28.3% |
| 5Y | -20.1% | -10.9% | -9.2% | -20.9% |
| All | -20.1% | -9.5% | -10.5% | -20.9% |
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 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