-8.0%
KMB vs PTC
+6.0%
-14.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.0% | +4.4% | -1.2% |
| 7D | -3.0% | -10.3% | +7.2% | -2.3% |
| 30D | -5.5% | +1.1% | -6.6% | -5.6% |
| 3M | +14.0% | +1.6% | +12.4% | +13.5% |
| 6M | +4.1% | -13.5% | +17.6% | +4.8% |
| YTD | +8.0% | -19.1% | +27.1% | +9.2% |
| 1Y | -13.7% | -33.9% | +20.1% | -11.5% |
| 3Y | -5.9% | -3.9% | -2.0% | -7.4% |
| All | -8.0% | +6.0% | -14.1% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling