+12,304.7%
PCAR vs KMB
+1,887.9%
+10,416.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -1.6% |
| 7D | +0.1% | +0.5% | -0.4% | -0.2% |
| 30D | -4.6% | +12.4% | -17.0% | -9.5% |
| 3M | -22.6% | +1.0% | -23.6% | -23.2% |
| 6M | -12.0% | +12.1% | -24.1% | -17.1% |
| YTD | -6.1% | +11.6% | -17.7% | -11.7% |
| 1Y | +6.3% | +13.1% | -6.8% | -0.7% |
| 3Y | +31.8% | +1.6% | +30.2% | +26.6% |
| 5Y | +104.2% | -0.3% | +104.5% | +95.2% |
| 10Y | +302.9% | +37.9% | +265.0% | +214.8% |
| All | +12,304.7% | +1,887.9% | +10,416.8% | +2,974.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling