+13.6%
KMB vs P
+19.7%
-6.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -5.0% | +9.1% | +3.7% |
| 7D | +0.4% | -19.4% | +19.7% | -1.2% |
| 30D | +14.0% | -22.3% | +36.3% | +12.3% |
| 3M | -1.3% | +33.2% | -34.5% | +1.0% |
| 6M | +16.7% | +53.6% | -37.0% | +20.9% |
| YTD | +12.0% | +66.8% | -54.8% | +16.1% |
| 1Y | +13.6% | +17.5% | -3.9% | +18.1% |
| All | +13.6% | +19.7% | -6.1% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling