+38.5%
KMB vs P
+485.4%
-446.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.6% |
| 7D | -3.0% | +6.5% | -9.6% | -3.1% |
| 30D | -5.5% | +18.8% | -24.3% | -5.6% |
| 3M | +14.0% | +26.7% | -12.8% | +13.8% |
| 6M | +4.1% | +62.2% | -58.1% | +3.5% |
| YTD | +8.0% | +48.5% | -40.5% | +7.5% |
| 1Y | -13.7% | +26.4% | -40.1% | -14.1% |
| 3Y | -5.9% | +159.4% | -165.4% | -8.9% |
| 5Y | -8.6% | +275.8% | -284.4% | -13.3% |
| 10Y | +17.3% | +732.0% | -714.7% | +5.1% |
| All | +38.5% | +485.4% | -446.9% | +25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling