+8,795.5%
MDT vs KMB
+1,952.1%
+6,843.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.3% | -0.1% |
| 7D | +3.5% | +3.4% | +0.1% | +2.4% |
| 30D | +16.2% | +14.7% | +1.5% | +11.0% |
| 3M | +18.9% | +3.3% | +15.6% | +17.5% |
| 6M | +37.3% | +16.8% | +20.5% | +30.1% |
| YTD | +9.7% | +15.2% | -5.5% | +4.2% |
| 1Y | +15.2% | +13.3% | +1.9% | +10.0% |
| 3Y | +61.8% | +5.4% | +56.4% | +56.0% |
| 5Y | -1.4% | +2.7% | -4.1% | -4.8% |
| 10Y | +61.6% | +38.7% | +22.9% | +37.9% |
| All | +8,795.5% | +1,952.1% | +6,843.4% | +2,859.9% |
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