+45.7%
KMB vs P
+449.6%
-403.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -16.4% | +17.9% | +1.5% |
| 7D | +0.4% | -31.9% | +32.3% | +0.4% |
| 30D | +14.1% | -36.5% | +50.7% | +14.2% |
| 3M | -0.5% | +11.6% | -12.1% | -0.8% |
| 6M | +16.6% | +25.2% | -8.6% | +16.1% |
| YTD | +13.7% | +39.4% | -25.7% | +13.0% |
| 1Y | +16.1% | -3.7% | +19.7% | +15.9% |
| 3Y | +4.7% | +167.3% | -162.6% | +1.0% |
| 5Y | +1.5% | +237.3% | -235.8% | -3.6% |
| 10Y | +40.5% | +698.6% | -658.1% | +25.8% |
| All | +45.7% | +449.6% | -403.9% | +31.4% |
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