+57.4%
MRK vs KMB
+2.0%
+55.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | 0.0% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | +1.2% | +10.2% | -9.0% | -2.5% |
| 3M | +13.5% | +1.5% | +12.0% | +12.7% |
| 6M | +34.0% | +16.6% | +17.4% | +26.3% |
| YTD | +42.7% | +12.1% | +30.6% | +36.1% |
| 1Y | +66.6% | +11.1% | +55.5% | +59.3% |
| All | +57.4% | +2.0% | +55.4% | +57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling