+153.1%
MO vs KMB
-1.6%
+154.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.9% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | +8.0% | +10.2% | -2.2% | +4.9% |
| 3M | +20.9% | +1.5% | +19.4% | +20.2% |
| 6M | +16.3% | +16.6% | -0.3% | +11.5% |
| YTD | +40.7% | +12.1% | +28.7% | +35.9% |
| 1Y | +41.5% | +11.1% | +30.4% | +36.9% |
| 3Y | +141.5% | +1.9% | +139.6% | +134.5% |
| 5Y | +153.1% | -1.3% | +154.4% | +143.9% |
| All | +153.1% | -1.6% | +154.7% | +143.9% |
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