+11.1%
KMB vs PEG
-7.6%
+18.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | +0.1% | +1.5% | -1.4% | -0.6% |
| 30D | +10.2% | +5.0% | +5.2% | +8.2% |
| 3M | +1.5% | -0.3% | +1.8% | +1.5% |
| 6M | +16.6% | -2.7% | +19.3% | +18.1% |
| YTD | +12.1% | -5.1% | +17.1% | +14.6% |
| 1Y | +11.1% | -8.3% | +19.3% | +16.1% |
| All | +11.1% | -7.6% | +18.7% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling