+4,407.5%
MU vs KMB
+39.0%
+4,368.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -2.7% |
| 7D | +12.8% | +0.9% | +11.9% | +12.7% |
| 30D | -14.9% | +10.1% | -24.9% | -15.7% |
| 3M | -18.0% | 0.0% | -18.1% | -18.1% |
| 6M | -3.1% | +15.7% | -18.8% | -5.8% |
| YTD | +172.9% | +12.6% | +160.3% | +166.3% |
| 1Y | +228.8% | +10.1% | +218.7% | +222.0% |
| 3Y | +950.8% | +2.1% | +948.7% | +905.2% |
| 5Y | +931.3% | -0.7% | +931.9% | +881.2% |
| All | +4,407.5% | +39.0% | +4,368.5% | +3,444.0% |
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