+112.4%
MS vs KMB
-0.3%
+112.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.4% |
| 7D | -1.6% | +0.5% | -2.0% | -1.6% |
| 30D | -3.8% | +12.4% | -16.2% | -4.9% |
| 3M | -14.6% | +1.0% | -15.6% | -14.7% |
| 6M | -5.1% | +12.1% | -17.2% | -6.4% |
| YTD | +4.5% | +11.6% | -7.1% | +2.8% |
| 1Y | +13.5% | +13.1% | +0.4% | +11.4% |
| 3Y | +160.4% | +1.6% | +158.8% | +151.6% |
| All | +112.4% | -0.3% | +112.7% | +100.1% |
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