+855.4%
MU vs KMB
+2.8%
+852.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.8% | +7.0% | +4.3% |
| 7D | -22.0% | +0.5% | -22.5% | -21.5% |
| 30D | -36.6% | +12.4% | -49.0% | -33.0% |
| 3M | -21.7% | +1.0% | -22.7% | -20.5% |
| 6M | +3.5% | +12.1% | -8.6% | +10.2% |
| YTD | +141.9% | +11.6% | +130.3% | +157.8% |
| 1Y | +189.8% | +13.1% | +176.7% | +210.4% |
| 3Y | +855.4% | +1.6% | +853.8% | +848.2% |
| All | +855.4% | +2.8% | +852.6% | +848.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling