+160.9%
MMM vs KMB
+0.4%
+160.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.9% |
| 7D | -0.8% | -3.0% | +2.1% | +0.1% |
| 30D | +14.4% | +9.1% | +5.4% | +11.7% |
| 3M | +1.8% | -0.4% | +2.2% | +1.7% |
| 6M | +31.3% | +13.0% | +18.3% | +26.8% |
| YTD | +18.0% | +10.3% | +7.6% | +14.5% |
| 1Y | +10.9% | +8.2% | +2.7% | +8.1% |
| All | +160.9% | +0.4% | +160.5% | +160.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling