-8.6%
KMB vs PNC
+133.3%
-142.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.8% |
| 7D | -2.7% | +2.3% | -5.0% | -2.9% |
| 30D | -5.0% | -3.8% | -1.2% | -4.7% |
| 3M | +6.6% | +7.8% | -1.2% | +5.9% |
| 6M | +1.0% | +19.7% | -18.7% | -0.4% |
| YTD | +6.0% | +19.1% | -13.2% | +4.3% |
| 1Y | -16.6% | +23.1% | -39.8% | -18.2% |
| 3Y | -8.6% | +132.1% | -140.8% | -14.8% |
| All | -8.6% | +133.3% | -142.0% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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