+36.0%
KMB vs PH
+759.6%
-723.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.7% | -2.2% |
| 7D | +0.5% | +2.0% | -1.5% | +0.1% |
| 30D | +12.4% | -3.7% | +16.1% | +12.7% |
| 3M | +1.0% | -14.0% | +15.0% | +2.8% |
| 6M | +12.1% | +2.1% | +10.0% | +11.3% |
| YTD | +11.6% | +5.1% | +6.6% | +10.2% |
| 1Y | +13.1% | +10.9% | +2.2% | +10.8% |
| 3Y | +1.6% | +132.9% | -131.4% | -12.6% |
| 5Y | -0.3% | +200.1% | -200.4% | -19.1% |
| All | +36.0% | +759.6% | -723.6% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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