+38.7%
KMB vs PR
+66.7%
-28.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.1% | +4.3% | +3.2% |
| 7D | +3.4% | -12.4% | +15.8% | +3.1% |
| 30D | +14.7% | -6.6% | +21.3% | +14.5% |
| 3M | +3.3% | +7.5% | -4.2% | +3.5% |
| 6M | +16.8% | +10.8% | +6.0% | +17.2% |
| YTD | +15.2% | +57.0% | -41.8% | +16.4% |
| 1Y | +13.3% | +67.9% | -54.6% | +14.7% |
| 3Y | +5.4% | +87.6% | -82.1% | +7.2% |
| 5Y | +2.7% | +220.4% | -217.7% | +6.5% |
| 10Y | +38.7% | +64.8% | -26.2% | +58.5% |
| All | +38.7% | +66.7% | -28.1% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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