+122.9%
MS vs KMB
-0.7%
+123.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.6% |
| 7D | +5.1% | +0.9% | +4.2% | +5.0% |
| 30D | +5.7% | +10.1% | -4.4% | +4.7% |
| 3M | -12.2% | 0.0% | -12.2% | -12.2% |
| 6M | -0.5% | +15.7% | -16.2% | -2.3% |
| YTD | +9.8% | +12.6% | -2.8% | +7.9% |
| 1Y | +17.7% | +10.1% | +7.6% | +16.0% |
| 3Y | +176.8% | +2.1% | +174.7% | +167.3% |
| All | +122.9% | -0.7% | +123.6% | +111.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling