+1.5%
KMB vs PPL
+47.7%
-46.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.8% | +1.2% |
| 7D | +0.4% | +1.0% | -0.6% | 0.0% |
| 30D | +14.1% | +6.8% | +7.3% | +11.1% |
| 3M | -0.5% | +3.9% | -4.4% | -2.1% |
| 6M | +16.6% | -2.0% | +18.6% | +17.4% |
| YTD | +13.7% | +5.3% | +8.4% | +10.9% |
| 1Y | +16.1% | +2.2% | +13.9% | +14.5% |
| 3Y | +4.7% | +56.7% | -52.0% | -12.9% |
| 5Y | +1.5% | +49.1% | -47.5% | -15.4% |
| All | +1.5% | +47.7% | -46.1% | -15.4% |
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