+97.2%
MO vs KMB
-9.5%
+106.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.5% |
| 7D | -2.0% | -2.7% | +0.7% | -1.2% |
| 30D | -0.3% | -5.0% | +4.8% | +1.3% |
| 3M | -2.9% | +6.6% | -9.5% | -4.5% |
| 6M | +5.8% | +1.0% | +4.8% | +5.4% |
| YTD | +22.0% | +6.0% | +16.0% | +19.9% |
| 1Y | +10.7% | -16.6% | +27.3% | +16.0% |
| 3Y | +94.4% | -8.6% | +103.0% | +95.6% |
| 5Y | +97.2% | -10.9% | +108.0% | +105.3% |
| All | +97.2% | -9.5% | +106.7% | +105.3% |
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 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