+3,752.6%
MRK vs KMB
+1,895.8%
+1,856.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | +0.1% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | +1.2% | +10.2% | -9.0% | -2.7% |
| 3M | +13.5% | +1.5% | +12.0% | +12.6% |
| 6M | +34.0% | +16.6% | +17.4% | +25.6% |
| YTD | +42.7% | +12.1% | +30.6% | +35.4% |
| 1Y | +66.6% | +11.1% | +55.5% | +58.6% |
| 3Y | +59.1% | +1.9% | +57.1% | +54.8% |
| 5Y | +104.1% | -1.3% | +105.4% | +99.1% |
| 10Y | +227.3% | +37.8% | +189.5% | +173.5% |
| All | +3,752.6% | +1,895.8% | +1,856.9% | +1,164.9% |
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 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