+55.0%
MMM vs KMB
+17.2%
+37.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.7% |
| 7D | -3.3% | -3.0% | -0.3% | -2.3% |
| 30D | -7.0% | -5.5% | -1.5% | -5.2% |
| 3M | +10.8% | +14.0% | -3.2% | +5.3% |
| 6M | +5.8% | +4.1% | +1.7% | +3.8% |
| YTD | +6.8% | +8.0% | -1.3% | +3.2% |
| 1Y | +10.4% | -13.7% | +24.1% | +15.3% |
| 3Y | +104.7% | -5.9% | +110.6% | +104.2% |
| 5Y | +23.6% | -8.6% | +32.2% | +23.6% |
| All | +55.0% | +17.2% | +37.8% | +45.9% |
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