+1.0%
KMB vs PCOR
-10.3%
+11.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.8% |
| 7D | +0.5% | +22.7% | -22.3% | +0.3% |
| 30D | +12.4% | +37.5% | -25.1% | +12.1% |
| 3M | +1.0% | +35.2% | -34.2% | +0.8% |
| 6M | +12.1% | +42.2% | -30.1% | +11.8% |
| YTD | +11.6% | +3.6% | +8.1% | +11.2% |
| 1Y | +13.1% | -4.8% | +17.9% | +12.7% |
| 3Y | +1.6% | +48.3% | -46.8% | +0.6% |
| 5Y | -0.3% | -20.1% | +19.7% | -3.5% |
| All | +1.0% | -10.3% | +11.3% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling