+328.4%
MNST vs KMB
+38.4%
+290.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.2% |
| 7D | -3.9% | +6.0% | -9.9% | -6.2% |
| 30D | +3.9% | +13.5% | -9.6% | -1.5% |
| 3M | -0.8% | +3.8% | -4.6% | -2.5% |
| 6M | +5.1% | +15.6% | -10.5% | -1.6% |
| YTD | +18.3% | +14.0% | +4.3% | +11.1% |
| 1Y | +29.5% | +12.9% | +16.5% | +22.0% |
| 3Y | +64.0% | +3.7% | +60.3% | +56.1% |
| 5Y | +97.2% | -0.1% | +97.2% | +89.2% |
| 10Y | +328.4% | +41.1% | +287.3% | +234.0% |
| All | +328.4% | +38.4% | +290.1% | +234.0% |
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 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