+1,746.1%
KMB vs PPG
+2,691.0%
-944.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.2% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | -5.0% | -7.8% | +2.8% | -2.9% |
| 3M | +6.6% | -2.2% | +8.8% | +7.0% |
| 6M | +1.0% | +4.1% | -3.2% | -0.5% |
| YTD | +6.0% | +9.1% | -3.1% | +2.9% |
| 1Y | -16.6% | +1.0% | -17.6% | -17.4% |
| 3Y | -8.6% | -13.3% | +4.6% | -6.8% |
| 5Y | -10.9% | -19.2% | +8.3% | -9.2% |
| 10Y | +16.8% | +25.9% | -9.1% | +0.3% |
| All | +1,746.1% | +2,691.0% | -944.9% | +510.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded PPG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling