+7,983.2%
MDT vs KMB
+1,824.3%
+6,158.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.8% | +1.7% |
| 7D | +3.2% | -3.0% | +6.3% | +4.2% |
| 30D | +9.5% | -5.5% | +15.0% | +11.5% |
| 3M | +16.0% | +14.0% | +2.0% | +10.9% |
| 6M | +0.2% | +4.1% | -3.9% | -1.4% |
| YTD | -0.3% | +8.0% | -8.3% | -3.2% |
| 1Y | +4.7% | -13.7% | +18.5% | +8.9% |
| 3Y | +26.5% | -5.9% | +32.5% | +26.8% |
| 5Y | -18.2% | -8.6% | -9.6% | -17.9% |
| 10Y | +40.0% | +17.3% | +22.7% | +26.3% |
| All | +7,983.2% | +1,824.3% | +6,158.9% | +2,648.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling