-12.8%
KMB vs PBR
+97.2%
-110.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.1% |
| 7D | -8.6% | +0.3% | -8.9% | -8.6% |
| 30D | -7.5% | +17.5% | -25.1% | -7.4% |
| 3M | -0.6% | +20.9% | -21.5% | -0.6% |
| 6M | -1.5% | +20.2% | -21.8% | -1.9% |
| YTD | +1.6% | +84.3% | -82.7% | -1.0% |
| 1Y | -20.8% | +77.1% | -97.9% | -22.7% |
| All | -12.8% | +97.2% | -110.0% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling