+3.5%
KMB vs PR
+61.1%
-57.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.9% | +6.4% | +1.2% |
| 7D | +0.4% | -16.5% | +16.9% | -0.6% |
| 30D | +14.1% | -4.5% | +18.7% | +13.8% |
| 3M | -0.5% | +8.5% | -9.1% | -0.1% |
| 6M | +16.6% | -3.3% | +19.9% | +16.8% |
| YTD | +13.7% | +55.7% | -42.0% | +14.5% |
| 1Y | +16.1% | +82.0% | -66.0% | +17.3% |
| All | +3.5% | +61.1% | -57.7% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling