+1,844.7%
KMB vs PH
+24,008.7%
-22,164.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.7% | -2.4% |
| 7D | +0.5% | +2.0% | -1.5% | 0.0% |
| 30D | +12.4% | -3.7% | +16.1% | +12.9% |
| 3M | +1.0% | -14.0% | +15.0% | +3.6% |
| 6M | +12.1% | +2.1% | +10.0% | +11.0% |
| YTD | +11.6% | +5.1% | +6.6% | +9.6% |
| 1Y | +13.1% | +10.9% | +2.2% | +9.8% |
| 3Y | +1.6% | +132.9% | -131.4% | -16.7% |
| 5Y | -0.3% | +200.1% | -200.4% | -23.7% |
| 10Y | +37.9% | +783.8% | -745.9% | -21.1% |
| All | +1,844.7% | +24,008.7% | -22,164.0% | +403.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling