+14.7%
KMB vs PEG
+139.0%
-124.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.6% |
| 7D | -8.6% | -0.1% | -8.5% | -8.6% |
| 30D | -7.5% | -1.7% | -5.8% | -7.0% |
| 3M | -0.6% | -6.8% | +6.1% | +1.8% |
| 6M | -1.5% | -11.4% | +9.8% | +2.6% |
| YTD | +1.6% | -7.2% | +8.8% | +4.1% |
| 1Y | -20.8% | -6.1% | -14.7% | -19.4% |
| 3Y | -12.4% | +31.8% | -44.2% | -23.1% |
| 5Y | -12.9% | +35.6% | -48.5% | -25.2% |
| 10Y | +14.7% | +148.7% | -134.0% | -22.4% |
| All | +14.7% | +139.0% | -124.3% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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