+11.1%
KMB vs PTC
+10.6%
+0.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | +0.1% | +0.5% | -0.4% | 0.0% |
| 30D | +10.2% | +0.9% | +9.3% | +10.2% |
| 3M | +1.5% | +30.4% | -28.9% | 0.0% |
| 6M | +16.6% | +34.4% | -17.8% | +13.4% |
| YTD | +12.1% | +12.6% | -0.5% | +7.3% |
| 1Y | +11.1% | +10.2% | +0.9% | +6.4% |
| All | +11.1% | +10.6% | +0.4% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling