+1,782.5%
KMB vs PNC
+4,099.5%
-2,317.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -3.0% | +1.4% | -4.4% | -3.3% |
| 30D | -5.5% | -3.8% | -1.6% | -4.9% |
| 3M | +14.0% | +9.0% | +5.0% | +12.4% |
| 6M | +4.1% | +16.6% | -12.6% | +1.4% |
| YTD | +8.0% | +20.4% | -12.4% | +4.6% |
| 1Y | -13.7% | +22.3% | -36.1% | -16.8% |
| 3Y | -5.9% | +124.5% | -130.5% | -18.9% |
| 5Y | -8.6% | +54.1% | -62.7% | -17.2% |
| 10Y | +17.3% | +276.3% | -259.0% | -12.3% |
| All | +1,782.5% | +4,099.5% | -2,317.0% | +625.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling