+893.1%
MSFT vs KMB
+37.3%
+855.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.5% |
| 7D | +1.7% | +0.5% | +1.2% | +1.5% |
| 30D | +0.2% | +12.4% | -12.2% | -2.9% |
| 3M | +6.4% | +1.0% | +5.4% | +5.8% |
| 6M | +28.7% | +12.1% | +16.6% | +24.1% |
| YTD | +10.4% | +11.6% | -1.2% | +6.1% |
| 1Y | +7.6% | +13.1% | -5.5% | +2.9% |
| 3Y | +52.3% | +1.6% | +50.7% | +44.9% |
| 5Y | +64.5% | -0.3% | +64.8% | +55.7% |
| All | +893.1% | +37.3% | +855.8% | +753.8% |
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