-1.3%
KMB vs PNR
-3.8%
+2.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.1% |
| 7D | +0.9% | +0.3% | +0.7% | +0.9% |
| 30D | +10.1% | +31.7% | -21.6% | +5.4% |
| 3M | 0.0% | +2.6% | -2.6% | -0.6% |
| 6M | +15.7% | -6.4% | +22.1% | +16.1% |
| YTD | +12.6% | -33.4% | +46.1% | +18.0% |
| 1Y | +10.1% | -35.1% | +45.2% | +15.8% |
| 3Y | +2.1% | +17.1% | -14.9% | -4.6% |
| All | -1.3% | -3.8% | +2.5% | -10.0% |
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