-12.7%
KMB vs PNR
-21.1%
+8.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | 0.0% |
| 7D | -7.7% | -5.5% | -2.2% | -6.9% |
| 30D | -8.2% | -15.6% | +7.4% | -5.9% |
| 3M | -1.9% | -20.2% | +18.3% | +1.1% |
| 6M | -0.7% | -36.6% | +35.9% | +5.4% |
| YTD | +1.4% | -45.0% | +46.4% | +9.3% |
| 1Y | -19.1% | -47.4% | +28.3% | -12.3% |
| 3Y | -12.6% | -13.7% | +1.1% | -13.7% |
| 5Y | -12.7% | -20.8% | +8.1% | -19.5% |
| All | -12.7% | -21.1% | +8.4% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling