+197.7%
KMB vs PSLV
+115.4%
+82.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.9% |
| 7D | -2.7% | +2.7% | -5.4% | -2.8% |
| 30D | -5.0% | +3.5% | -8.5% | -5.1% |
| 3M | +6.6% | +0.3% | +6.3% | +6.5% |
| 6M | +1.0% | -21.0% | +22.0% | +1.5% |
| YTD | +6.0% | -8.9% | +14.9% | +5.6% |
| 1Y | -16.6% | +54.0% | -70.6% | -18.3% |
| 3Y | -8.6% | +175.4% | -184.1% | -12.6% |
| 5Y | -10.9% | +157.7% | -168.5% | -14.8% |
| 10Y | +16.8% | +184.9% | -168.1% | +10.5% |
| All | +197.7% | +115.4% | +82.3% | +180.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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