+1,844.7%
KMB vs PPL
+2,158.2%
-313.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.3% | -1.7% |
| 7D | +0.5% | +0.4% | 0.0% | +0.3% |
| 30D | +12.4% | +5.4% | +6.9% | +10.7% |
| 3M | +1.0% | +4.3% | -3.3% | -0.2% |
| 6M | +12.1% | -1.3% | +13.5% | +12.6% |
| YTD | +11.6% | +4.7% | +6.9% | +9.9% |
| 1Y | +13.1% | +1.3% | +11.9% | +12.4% |
| 3Y | +1.6% | +57.2% | -55.6% | -11.2% |
| 5Y | -0.3% | +48.2% | -48.6% | -12.0% |
| 10Y | +37.9% | +62.7% | -24.8% | +15.2% |
| All | +1,844.7% | +2,158.2% | -313.5% | +606.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling