+3.5%
KMB vs PCOR
+44.3%
-40.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +0.4% | +23.7% | -23.3% | +0.3% |
| 30D | +14.1% | +39.0% | -24.8% | +14.1% |
| 3M | -0.5% | +35.8% | -36.3% | -0.5% |
| 6M | +16.6% | +38.2% | -21.6% | +16.4% |
| YTD | +13.7% | +3.9% | +9.8% | +12.7% |
| 1Y | +16.1% | +5.7% | +10.4% | +15.1% |
| All | +3.5% | +44.3% | -40.8% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling