+303.0%
MNST vs KMB
+36.7%
+266.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -3.7% |
| 7D | -3.4% | +0.5% | -3.9% | -3.6% |
| 30D | +6.6% | +12.4% | -5.8% | +1.5% |
| 3M | -2.9% | +1.0% | -3.9% | -3.5% |
| 6M | +18.4% | +12.1% | +6.3% | +12.2% |
| YTD | +19.3% | +11.6% | +7.6% | +13.0% |
| 1Y | +37.9% | +13.1% | +24.8% | +29.8% |
| 3Y | +62.9% | +1.6% | +61.3% | +56.4% |
| 5Y | +99.6% | -0.3% | +99.9% | +91.5% |
| All | +303.0% | +36.7% | +266.3% | +219.4% |
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