-12.7%
KMB vs PPG
-24.6%
+11.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.7% | +0.3% |
| 7D | -7.7% | -5.1% | -2.5% | -6.4% |
| 30D | -8.2% | -9.6% | +1.4% | -5.7% |
| 3M | -1.9% | -6.4% | +4.5% | -0.2% |
| 6M | -0.7% | +0.5% | -1.2% | -1.0% |
| YTD | +1.4% | +4.4% | -3.1% | -0.1% |
| 1Y | -19.1% | -0.9% | -18.2% | -19.4% |
| 3Y | -12.6% | -17.0% | +4.4% | -10.0% |
| 5Y | -12.7% | -23.7% | +11.0% | -11.0% |
| All | -12.7% | -24.6% | +11.9% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling