+15.6%
KMB vs PR
+160.5%
-144.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -6.5% | +10.7% | +4.0% |
| 7D | +0.4% | -12.1% | +12.5% | +0.1% |
| 30D | +14.0% | +0.9% | +13.1% | +14.1% |
| 3M | -1.3% | +10.1% | -11.5% | -1.1% |
| 6M | +16.7% | +1.1% | +15.6% | +16.9% |
| YTD | +12.0% | +63.7% | -51.7% | +13.3% |
| 1Y | +13.6% | +87.0% | -73.4% | +15.2% |
| 3Y | +3.1% | +70.7% | -67.6% | +4.6% |
| 5Y | +0.8% | +246.8% | -246.1% | +4.6% |
| 10Y | +38.4% | +72.6% | -34.2% | +58.6% |
| All | +15.6% | +160.5% | -144.9% | +29.0% |
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 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