+226.2%
MRK vs KMB
+15.0%
+211.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | -5.0% | -7.7% | +2.7% | -2.1% |
| 30D | +11.0% | -8.2% | +19.2% | +14.6% |
| 3M | +22.4% | -1.9% | +24.3% | +23.1% |
| 6M | +25.4% | -0.7% | +26.1% | +25.2% |
| YTD | +39.5% | +1.4% | +38.1% | +38.0% |
| 1Y | +78.0% | -19.1% | +97.1% | +91.1% |
| 3Y | +45.5% | -12.6% | +58.1% | +50.8% |
| 5Y | +130.3% | -12.7% | +142.9% | +136.5% |
| All | +226.2% | +15.0% | +211.1% | +208.1% |
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