+37.8%
KMB vs PPL
+65.2%
-27.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.4% |
| 7D | +0.1% | -1.0% | +1.0% | +0.4% |
| 30D | +10.2% | +3.0% | +7.2% | +9.0% |
| 3M | +1.5% | +1.1% | +0.4% | +1.0% |
| 6M | +16.6% | -0.8% | +17.4% | +16.9% |
| YTD | +12.1% | +3.5% | +8.6% | +10.3% |
| 1Y | +11.1% | -0.9% | +12.0% | +11.0% |
| 3Y | +1.9% | +54.2% | -52.3% | -13.4% |
| 5Y | -1.3% | +46.3% | -47.6% | -15.4% |
| 10Y | +37.8% | +65.0% | -27.3% | +4.8% |
| All | +37.8% | +65.2% | -27.5% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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