+1,782.5%
KMB vs PEG
+2,907.1%
-1,124.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -3.0% | +0.7% | -3.7% | -3.2% |
| 30D | -5.5% | -2.4% | -3.0% | -4.8% |
| 3M | +14.0% | -4.8% | +18.8% | +15.7% |
| 6M | +4.1% | -10.7% | +14.8% | +7.6% |
| YTD | +8.0% | -6.7% | +14.7% | +10.1% |
| 1Y | -13.7% | -6.8% | -6.9% | -12.2% |
| 3Y | -5.9% | +34.5% | -40.4% | -15.5% |
| 5Y | -8.6% | +35.8% | -44.4% | -18.6% |
| 10Y | +17.3% | +141.7% | -124.5% | -13.9% |
| All | +1,782.5% | +2,907.1% | -1,124.6% | +468.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling