+13.6%
KMB vs PBR
+74.7%
-61.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -7.0% | +11.1% | +3.5% |
| 7D | +0.4% | -11.0% | +11.3% | -0.6% |
| 30D | +14.0% | -18.8% | +32.8% | +12.4% |
| 3M | -1.3% | +7.8% | -9.1% | +0.4% |
| 6M | +16.7% | -7.6% | +24.3% | +18.6% |
| YTD | +12.0% | +72.7% | -60.7% | +9.0% |
| 1Y | +13.6% | +72.9% | -59.3% | +10.8% |
| All | +13.6% | +74.7% | -61.1% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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