+13.5%
KMB vs PPG
+26.9%
-13.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.4% |
| 7D | -6.5% | -6.2% | -0.2% | -5.0% |
| 30D | -8.8% | -7.9% | -0.9% | -7.0% |
| 3M | -2.2% | -10.2% | +8.0% | +0.2% |
| 6M | +0.7% | +2.7% | -2.0% | -0.1% |
| YTD | +1.0% | +4.9% | -3.8% | -0.4% |
| 1Y | -20.3% | -3.2% | -17.1% | -20.1% |
| 3Y | -13.3% | -17.0% | +3.7% | -10.9% |
| 5Y | -12.9% | -23.3% | +10.4% | -10.6% |
| All | +13.5% | +26.9% | -13.4% | +3.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling