-0.6%
KMB vs PPL
+47.9%
-48.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.3% | -1.6% |
| 7D | +0.5% | +0.4% | 0.0% | +0.3% |
| 30D | +12.4% | +5.4% | +6.9% | +10.0% |
| 3M | +1.0% | +4.3% | -3.3% | -0.7% |
| 6M | +12.1% | -1.3% | +13.5% | +12.6% |
| YTD | +11.6% | +4.7% | +6.9% | +9.1% |
| 1Y | +13.1% | +1.3% | +11.9% | +12.0% |
| 3Y | +1.6% | +57.2% | -55.6% | -15.5% |
| All | -0.6% | +47.9% | -48.4% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling