-1.3%
KMB vs PH
+203.1%
-204.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | +0.9% | +4.1% | -3.2% | +0.6% |
| 30D | +10.1% | -0.1% | +10.1% | +10.0% |
| 3M | 0.0% | -9.6% | +9.6% | +0.8% |
| 6M | +15.7% | +8.5% | +7.2% | +14.5% |
| YTD | +12.6% | +9.4% | +3.3% | +11.3% |
| 1Y | +10.1% | +14.2% | -4.1% | +8.4% |
| 3Y | +2.1% | +134.0% | -131.9% | -9.2% |
| All | -1.3% | +203.1% | -204.4% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling