-5.6%
KMB vs PL
+454.1%
-459.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.6% |
| 7D | -3.0% | -9.3% | +6.3% | -3.2% |
| 30D | -5.5% | -18.9% | +13.5% | -5.8% |
| 3M | +14.0% | -58.4% | +72.4% | +12.6% |
| 6M | +4.1% | -30.3% | +34.4% | +3.5% |
| YTD | +8.0% | -8.1% | +16.2% | +7.8% |
| 1Y | -13.7% | +180.5% | -194.2% | -12.6% |
| All | -5.6% | +454.1% | -459.7% | -6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling