-2.2%
KMB vs PCOR
-30.9%
+28.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -1.6% |
| 7D | -3.0% | -9.0% | +5.9% | -3.0% |
| 30D | -5.5% | +4.2% | -9.6% | -5.5% |
| 3M | +14.0% | +14.4% | -0.4% | +13.9% |
| 6M | +4.1% | +0.2% | +3.9% | +4.0% |
| YTD | +8.0% | -20.3% | +28.3% | +7.9% |
| 1Y | -13.7% | -16.1% | +2.4% | -13.9% |
| 3Y | -5.9% | -14.7% | +8.8% | -6.2% |
| 5Y | -8.6% | -43.2% | +34.5% | -11.3% |
| All | -2.2% | -30.9% | +28.7% | -4.8% |
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