+6,288.2%
MS vs KMB
+1,033.0%
+5,255.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.0% |
| 7D | +1.4% | -3.0% | +4.4% | +2.9% |
| 30D | -0.3% | -5.5% | +5.2% | +2.4% |
| 3M | +0.3% | +14.0% | -13.7% | -7.0% |
| 6M | +31.3% | +4.1% | +27.3% | +27.1% |
| YTD | +24.7% | +8.0% | +16.6% | +17.8% |
| 1Y | +47.9% | -13.7% | +61.7% | +54.9% |
| 3Y | +178.3% | -5.9% | +184.3% | +170.8% |
| 5Y | +144.9% | -8.6% | +153.5% | +137.5% |
| 10Y | +804.5% | +17.3% | +787.3% | +626.2% |
| All | +6,288.2% | +1,033.0% | +5,255.2% | +1,768.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling