+113.3%
PCAR vs KMB
+1.1%
+112.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | +3.8% | +6.0% | -2.2% | +2.2% |
| 30D | -2.0% | +13.5% | -15.5% | -5.4% |
| 3M | -19.1% | +3.8% | -22.8% | -20.1% |
| 6M | -6.8% | +15.6% | -22.4% | -10.9% |
| YTD | -2.5% | +14.0% | -16.5% | -6.6% |
| 1Y | +9.7% | +12.9% | -3.3% | +5.3% |
| 3Y | +34.0% | +3.7% | +30.2% | +31.1% |
| 5Y | +113.3% | -0.1% | +113.4% | +103.9% |
| All | +113.3% | +1.1% | +112.3% | +103.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling