+1,782.5%
KMB vs PPG
+2,762.5%
-980.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -2.0% |
| 7D | -3.0% | -1.5% | -1.6% | -2.7% |
| 30D | -5.5% | -5.0% | -0.5% | -4.2% |
| 3M | +14.0% | +1.1% | +12.8% | +13.5% |
| 6M | +4.1% | -3.2% | +7.3% | +4.5% |
| YTD | +8.0% | +11.9% | -3.8% | +4.2% |
| 1Y | -13.7% | +5.3% | -19.1% | -15.5% |
| 3Y | -5.9% | -15.0% | +9.1% | -3.6% |
| 5Y | -8.6% | -19.6% | +11.0% | -6.8% |
| 10Y | +17.3% | +27.0% | -9.8% | +0.5% |
| All | +1,782.5% | +2,762.5% | -980.0% | +518.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling