+607.1%
MS vs KMB
+36.7%
+570.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.1% |
| 7D | -1.6% | +0.5% | -2.0% | -1.7% |
| 30D | -3.8% | +12.4% | -16.2% | -6.7% |
| 3M | -14.6% | +1.0% | -15.6% | -15.0% |
| 6M | -5.1% | +12.1% | -17.2% | -8.5% |
| YTD | +4.5% | +11.6% | -7.1% | +0.5% |
| 1Y | +13.5% | +13.1% | +0.4% | +8.7% |
| 3Y | +160.4% | +1.6% | +158.8% | +149.7% |
| 5Y | +112.9% | -0.3% | +113.2% | +102.9% |
| All | +607.1% | +36.7% | +570.4% | +581.2% |
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