-13.7%
KMB vs PGR
+159.7%
-173.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -6.5% | -0.6% | -5.9% | -6.4% |
| 30D | -8.8% | +4.9% | -13.8% | -9.7% |
| 3M | -2.2% | +7.6% | -9.8% | -3.6% |
| 6M | +0.7% | +8.3% | -7.6% | -1.0% |
| YTD | +1.0% | +1.7% | -0.7% | +0.3% |
| 1Y | -20.3% | -6.8% | -13.5% | -19.8% |
| 3Y | -13.3% | +73.4% | -86.7% | -20.4% |
| All | -13.7% | +159.7% | -173.4% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 5y: compounded portfolio wealth divided by compounded PGR 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…
5y analysis · Full analysis span regression · 6 months rolling