+868.6%
MSFT vs KMB
+15.9%
+852.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.8% | -0.7% |
| 7D | -1.4% | -2.7% | +1.3% | -0.7% |
| 30D | -1.0% | -5.0% | +4.0% | +0.2% |
| 3M | +20.2% | +6.6% | +13.6% | +17.8% |
| 6M | +21.3% | +1.0% | +20.3% | +20.3% |
| YTD | +2.8% | +6.0% | -3.2% | +0.3% |
| 1Y | 0.0% | -16.6% | +16.6% | +4.1% |
| 3Y | +51.2% | -8.6% | +59.9% | +49.1% |
| 5Y | +71.4% | -10.9% | +82.3% | +68.8% |
| 10Y | +868.6% | +16.8% | +851.8% | +785.7% |
| All | +868.6% | +15.9% | +852.7% | +785.7% |
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