+1,782.5%
KMB vs PNR
+3,652.8%
-1,870.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -3.0% | -2.4% | -0.7% | -2.7% |
| 30D | -5.5% | -12.8% | +7.3% | -3.5% |
| 3M | +14.0% | -17.0% | +31.0% | +17.0% |
| 6M | +4.1% | -37.4% | +41.5% | +11.5% |
| YTD | +8.0% | -41.6% | +49.7% | +16.8% |
| 1Y | -13.7% | -44.6% | +30.9% | -6.1% |
| 3Y | -5.9% | -12.1% | +6.2% | -6.0% |
| 5Y | -8.6% | -17.4% | +8.8% | -9.0% |
| 10Y | +17.3% | +64.0% | -46.7% | +1.9% |
| All | +1,782.5% | +3,652.8% | -1,870.3% | +1,085.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling