+354.7%
MNST vs KMB
+39.0%
+315.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +1.1% |
| 7D | +1.6% | +0.9% | +0.7% | +1.2% |
| 30D | +5.1% | +10.1% | -5.0% | +0.9% |
| 3M | -0.5% | 0.0% | -0.5% | -0.7% |
| 6M | +8.1% | +15.7% | -7.6% | +1.2% |
| YTD | +21.2% | +12.6% | +8.5% | +14.3% |
| 1Y | +30.7% | +10.1% | +20.6% | +24.4% |
| 3Y | +67.3% | +2.1% | +65.2% | +60.2% |
| 5Y | +101.9% | -0.7% | +102.5% | +94.1% |
| All | +354.7% | +39.0% | +315.7% | +258.3% |
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