+1.5%
KMB vs PL
+41.8%
-40.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.5% | -1.6% |
| 7D | -3.0% | +22.3% | -25.2% | -2.7% |
| 30D | +9.1% | -8.3% | +17.4% | +9.0% |
| 3M | -0.4% | -43.3% | +42.8% | -0.9% |
| 6M | +13.0% | -65.8% | +78.8% | +12.1% |
| YTD | +10.3% | -29.5% | +39.9% | +9.9% |
| 1Y | +8.2% | +11.7% | -3.5% | +8.0% |
| 3Y | +0.4% | +540.6% | -540.2% | -0.1% |
| 5Y | -2.7% | +32.9% | -35.6% | -1.1% |
| All | +1.5% | +41.8% | -40.3% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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