+2.0%
KMB vs PCOR
-7.6%
+9.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.1% |
| 7D | +0.9% | +3.0% | -2.1% | +0.9% |
| 30D | +10.1% | +38.7% | -28.6% | +9.8% |
| 3M | 0.0% | +24.9% | -24.8% | -0.2% |
| 6M | +15.7% | +68.8% | -53.1% | +15.4% |
| YTD | +12.6% | +6.7% | +5.9% | +12.2% |
| 1Y | +10.1% | +3.0% | +7.1% | +9.7% |
| 3Y | +2.1% | +48.6% | -46.5% | +1.2% |
| 5Y | -0.7% | -12.7% | +12.0% | -3.8% |
| All | +2.0% | -7.6% | +9.6% | -1.1% |
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