+367.2%
PCAR vs KMB
+17.2%
+350.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.6% |
| 7D | -0.5% | -3.0% | +2.5% | +0.4% |
| 30D | -6.2% | -5.5% | -0.8% | -4.7% |
| 3M | +5.9% | +14.0% | -8.1% | +1.3% |
| 6M | +0.4% | +4.1% | -3.7% | -1.3% |
| YTD | +14.8% | +8.0% | +6.8% | +11.4% |
| 1Y | +30.1% | -13.7% | +43.8% | +34.9% |
| 3Y | +66.7% | -5.9% | +72.6% | +67.0% |
| 5Y | +166.1% | -8.6% | +174.7% | +167.1% |
| All | +367.2% | +17.2% | +350.0% | +343.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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