+181.3%
MS vs KMB
-5.5%
+186.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.2% |
| 7D | +1.4% | -3.0% | +4.4% | +1.3% |
| 30D | -0.3% | -5.5% | +5.2% | -0.3% |
| 3M | +0.3% | +14.0% | -13.7% | +0.2% |
| 6M | +31.3% | +4.1% | +27.3% | +31.1% |
| YTD | +24.7% | +8.0% | +16.6% | +24.4% |
| 1Y | +47.9% | -13.7% | +61.7% | +48.2% |
| All | +181.3% | -5.5% | +186.8% | +170.4% |
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