+230.8%
MRK vs KMB
+39.0%
+191.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | -0.2% |
| 7D | +0.7% | +0.9% | -0.2% | +0.3% |
| 30D | +0.3% | +10.1% | -9.8% | -3.5% |
| 3M | +9.7% | 0.0% | +9.6% | +9.4% |
| 6M | +32.0% | +15.7% | +16.3% | +24.2% |
| YTD | +43.3% | +12.6% | +30.6% | +35.8% |
| 1Y | +63.7% | +10.1% | +53.5% | +56.5% |
| 3Y | +58.0% | +2.1% | +55.9% | +54.0% |
| 5Y | +105.0% | -0.7% | +105.6% | +100.1% |
| All | +230.8% | +39.0% | +191.8% | +186.9% |
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 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