-12.7%
KMB vs PBR
+558.3%
-571.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.2% |
| 7D | -7.7% | +4.2% | -11.9% | -7.6% |
| 30D | -8.2% | +22.7% | -30.9% | -7.9% |
| 3M | -1.9% | +21.5% | -23.4% | -1.6% |
| 6M | -0.7% | +24.0% | -24.7% | -0.5% |
| YTD | +1.4% | +88.2% | -86.9% | +1.3% |
| 1Y | -19.1% | +74.8% | -93.9% | -19.1% |
| 3Y | -12.6% | +105.1% | -117.7% | -12.4% |
| 5Y | -12.7% | +572.2% | -584.9% | -11.0% |
| All | -12.7% | +558.3% | -571.0% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling