+37.8%
KMB vs PEG
+161.7%
-123.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | +0.1% | +1.5% | -1.4% | -0.4% |
| 30D | +10.2% | +5.0% | +5.2% | +8.4% |
| 3M | +1.5% | -0.3% | +1.8% | +1.5% |
| 6M | +16.6% | -2.7% | +19.3% | +17.7% |
| YTD | +12.1% | -5.1% | +17.1% | +13.8% |
| 1Y | +11.1% | -8.3% | +19.3% | +14.1% |
| 3Y | +1.9% | +33.0% | -31.1% | -10.7% |
| 5Y | -1.3% | +41.3% | -42.5% | -16.4% |
| 10Y | +37.8% | +164.5% | -126.8% | -7.3% |
| All | +37.8% | +161.7% | -123.9% | -7.3% |
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