+1.5%
KMB vs PL
+11.6%
-10.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -10.1% | +11.7% | +1.4% |
| 7D | +0.4% | -20.5% | +20.9% | +0.2% |
| 30D | +14.1% | -38.8% | +52.9% | +13.7% |
| 3M | -0.5% | -49.1% | +48.6% | -1.1% |
| 6M | +16.6% | -69.4% | +86.0% | +15.5% |
| YTD | +13.7% | -42.3% | +56.1% | +13.0% |
| 1Y | +16.1% | -14.2% | +30.2% | +15.5% |
| 3Y | +4.7% | +398.7% | -394.0% | +4.0% |
| 5Y | +1.5% | +11.1% | -9.6% | +2.4% |
| All | +1.5% | +11.6% | -10.0% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling