-1.3%
KMB vs PBR
+459.2%
-460.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +2.1% |
| 7D | +0.9% | -1.0% | +1.9% | +0.9% |
| 30D | +10.1% | -29.3% | +39.4% | +9.5% |
| 3M | 0.0% | +5.5% | -5.5% | +0.1% |
| 6M | +15.7% | -2.9% | +18.6% | +15.8% |
| YTD | +12.6% | +61.5% | -48.8% | +12.4% |
| 1Y | +10.1% | +46.9% | -36.7% | +9.9% |
| 3Y | +2.1% | +66.4% | -64.3% | +2.1% |
| All | -1.3% | +459.2% | -460.5% | +0.3% |
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