+5.4%
KMB vs P
+190.3%
-184.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.3% | -3.1% | +3.6% |
| 7D | +3.4% | -9.6% | +13.0% | +2.9% |
| 30D | +14.7% | -33.4% | +48.1% | +12.5% |
| 3M | +3.3% | +14.2% | -10.9% | +4.4% |
| 6M | +16.8% | +31.6% | -14.8% | +19.5% |
| YTD | +15.2% | +53.5% | -38.2% | +18.7% |
| 1Y | +13.3% | +14.2% | -0.9% | +15.8% |
| 3Y | +5.4% | +190.5% | -185.1% | +13.7% |
| All | +5.4% | +190.3% | -184.9% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling