+36.0%
KMB vs P
+713.7%
-677.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.4% | -1.8% |
| 7D | +0.5% | -23.8% | +24.3% | +0.4% |
| 30D | +12.4% | -36.6% | +49.0% | +12.3% |
| 3M | +1.0% | +10.9% | -9.9% | +0.8% |
| 6M | +12.1% | +30.0% | -17.8% | +11.8% |
| YTD | +11.6% | +44.4% | -32.8% | +11.0% |
| 1Y | +13.1% | +3.9% | +9.2% | +12.9% |
| 3Y | +1.6% | +176.6% | -175.0% | -2.0% |
| 5Y | -0.3% | +249.3% | -249.6% | -5.5% |
| All | +36.0% | +713.7% | -677.8% | +20.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling