+14,854.2%
MO vs KMB
+1,824.3%
+13,029.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.3% |
| 7D | +0.3% | -3.0% | +3.4% | +1.4% |
| 30D | +0.6% | -5.5% | +6.1% | +2.5% |
| 3M | -1.0% | +14.0% | -15.0% | -5.3% |
| 6M | +4.3% | +4.1% | +0.3% | +2.6% |
| YTD | +23.3% | +8.0% | +15.2% | +19.6% |
| 1Y | +10.5% | -13.7% | +24.2% | +14.8% |
| 3Y | +96.3% | -5.9% | +102.2% | +96.2% |
| 5Y | +98.9% | -8.6% | +107.5% | +99.3% |
| 10Y | +103.6% | +17.3% | +86.3% | +85.1% |
| All | +14,854.2% | +1,824.3% | +13,029.9% | +4,900.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling