+84.2%
MNST vs KMB
-8.4%
+92.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | 0.0% |
| 7D | -6.5% | -3.0% | -3.4% | -5.5% |
| 30D | -7.2% | -5.5% | -1.7% | -5.4% |
| 3M | -1.0% | +14.0% | -15.0% | -5.6% |
| 6M | +11.5% | +4.1% | +7.4% | +9.5% |
| YTD | +14.3% | +8.0% | +6.3% | +10.7% |
| 1Y | +38.1% | -13.7% | +51.9% | +44.3% |
| 3Y | +55.0% | -5.9% | +60.9% | +53.5% |
| All | +84.2% | -8.4% | +92.5% | +76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling