+38.7%
KMB vs PTC
+326.2%
-287.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +3.2% |
| 7D | +3.4% | +0.8% | +2.6% | +3.3% |
| 30D | +14.7% | +0.7% | +14.0% | +14.6% |
| 3M | +3.3% | +32.6% | -29.3% | +0.9% |
| 6M | +16.8% | +33.6% | -16.8% | +13.8% |
| YTD | +15.2% | +12.4% | +2.8% | +13.5% |
| 1Y | +13.3% | +11.2% | +2.1% | +11.7% |
| 3Y | +5.4% | +31.7% | -26.2% | +1.8% |
| 5Y | +2.7% | +60.1% | -57.3% | -3.0% |
| 10Y | +38.7% | +317.2% | -278.5% | +13.0% |
| All | +38.7% | +326.2% | -287.5% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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