+556.2%
MS vs KMB
+38.7%
+517.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.0% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | +0.9% | +10.2% | -9.3% | -1.7% |
| 3M | -10.8% | +1.5% | -12.3% | -11.4% |
| 6M | +0.9% | +16.6% | -15.7% | -3.8% |
| YTD | +9.8% | +12.1% | -2.3% | +5.4% |
| 1Y | +17.1% | +11.1% | +6.0% | +12.6% |
| 3Y | +175.7% | +1.9% | +173.8% | +163.9% |
| 5Y | +125.9% | -1.3% | +127.1% | +116.0% |
| 10Y | +556.2% | +37.8% | +518.4% | +516.6% |
| All | +556.2% | +38.7% | +517.5% | +516.6% |
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