+1,844.7%
KMB vs PEG
+2,889.6%
-1,044.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.2% | -1.6% |
| 7D | +0.5% | -2.3% | +2.7% | +1.2% |
| 30D | +12.4% | +1.2% | +11.2% | +12.0% |
| 3M | +1.0% | -2.4% | +3.3% | +1.7% |
| 6M | +12.1% | -6.9% | +19.0% | +14.5% |
| YTD | +11.6% | -7.2% | +18.8% | +13.9% |
| 1Y | +13.1% | -8.9% | +22.0% | +16.0% |
| 3Y | +1.6% | +27.1% | -25.5% | -7.1% |
| 5Y | -0.3% | +33.8% | -34.1% | -10.9% |
| 10Y | +37.9% | +150.2% | -112.2% | +0.4% |
| All | +1,844.7% | +2,889.6% | -1,044.8% | +488.5% |
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