+2.9%
KMB vs PCOR
-10.0%
+12.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +0.4% | +23.7% | -23.3% | +0.2% |
| 30D | +14.1% | +39.0% | -24.8% | +13.9% |
| 3M | -0.5% | +35.8% | -36.3% | -0.7% |
| 6M | +16.6% | +38.2% | -21.6% | +16.2% |
| YTD | +13.7% | +3.9% | +9.8% | +13.3% |
| 1Y | +16.1% | +5.7% | +10.4% | +15.6% |
| 3Y | +4.7% | +44.8% | -40.1% | +3.7% |
| 5Y | +1.5% | -19.8% | +21.3% | -1.7% |
| All | +2.9% | -10.0% | +12.9% | -0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling