+79.6%
MMM vs KMB
+38.4%
+41.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.8% |
| 7D | +7.0% | +6.0% | +0.9% | +4.7% |
| 30D | +18.4% | +13.5% | +4.9% | +13.0% |
| 3M | +4.5% | +3.8% | +0.7% | +2.9% |
| 6M | +33.4% | +15.6% | +17.8% | +25.9% |
| YTD | +20.0% | +14.0% | +5.9% | +13.6% |
| 1Y | +15.0% | +12.9% | +2.1% | +9.3% |
| 3Y | +165.0% | +3.7% | +161.3% | +154.5% |
| 5Y | +47.9% | -0.1% | +48.0% | +43.0% |
| 10Y | +79.6% | +41.1% | +38.5% | +56.3% |
| All | +79.6% | +38.4% | +41.3% | +56.3% |
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