-8.6%
KMB vs PNR
-11.7%
+3.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -1.7% |
| 7D | -2.7% | -3.0% | +0.3% | -2.4% |
| 30D | -5.0% | -14.9% | +9.9% | -3.5% |
| 3M | +6.6% | -19.0% | +25.6% | +8.5% |
| 6M | +1.0% | -35.9% | +36.9% | +4.3% |
| YTD | +6.0% | -43.1% | +49.1% | +10.0% |
| 1Y | -16.6% | -46.4% | +29.8% | -13.3% |
| 3Y | -8.6% | -10.8% | +2.2% | -9.4% |
| All | -8.6% | -11.7% | +3.1% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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