+153.3%
MO vs KMB
+36.1%
+117.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.3% |
| 7D | +0.4% | -3.0% | +3.4% | +1.6% |
| 30D | +8.9% | +9.1% | -0.2% | +5.1% |
| 3M | +23.0% | -0.4% | +23.4% | +22.8% |
| 6M | +15.0% | +13.0% | +2.0% | +9.3% |
| YTD | +41.7% | +10.3% | +31.3% | +35.4% |
| 1Y | +43.3% | +8.2% | +35.1% | +37.9% |
| 3Y | +143.2% | +0.4% | +142.8% | +135.0% |
| 5Y | +154.7% | -2.7% | +157.4% | +146.2% |
| All | +153.3% | +36.1% | +117.2% | +104.3% |
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