+3.7%
KMB vs PTC
+31.6%
-27.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.1% |
| 7D | +6.0% | +1.3% | +4.7% | +6.0% |
| 30D | +13.5% | +1.1% | +12.4% | +13.4% |
| 3M | +3.8% | +30.1% | -26.4% | +2.3% |
| 6M | +15.6% | +34.0% | -18.4% | +13.3% |
| YTD | +14.0% | +12.8% | +1.2% | +12.5% |
| 1Y | +12.9% | +10.7% | +2.2% | +11.5% |
| 3Y | +3.7% | +29.6% | -25.9% | +3.1% |
| All | +3.7% | +31.6% | -27.9% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling