+11.5%
KMB vs PR
+169.5%
-158.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.6% |
| 7D | -3.0% | +2.9% | -5.9% | -3.0% |
| 30D | -5.5% | +18.0% | -23.5% | -5.1% |
| 3M | +14.0% | +16.9% | -2.9% | +14.4% |
| 6M | +4.1% | +28.2% | -24.1% | +4.7% |
| YTD | +8.0% | +69.3% | -61.3% | +9.3% |
| 1Y | -13.7% | +69.5% | -83.2% | -12.7% |
| 3Y | -5.9% | +81.7% | -87.6% | -4.4% |
| 5Y | -8.6% | +422.2% | -430.9% | -4.3% |
| 10Y | +17.3% | +110.4% | -93.1% | +34.1% |
| All | +11.5% | +169.5% | -158.0% | +24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling