+13.1%
KMB vs PL
-3.5%
+16.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.4% | -12.2% | -1.5% |
| 7D | +0.5% | -6.8% | +7.3% | +0.3% |
| 30D | +12.4% | -29.3% | +41.7% | +11.5% |
| 3M | +1.0% | -44.8% | +45.7% | -0.5% |
| 6M | +12.1% | -68.4% | +80.5% | +9.0% |
| YTD | +11.6% | -36.4% | +48.0% | +9.8% |
| 1Y | +13.1% | +0.7% | +12.4% | +12.2% |
| All | +13.1% | -3.5% | +16.6% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling