+80.3%
PEP vs KMB
+41.7%
+38.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -1.3% |
| 7D | +1.0% | +3.4% | -2.4% | -0.7% |
| 30D | +12.6% | +14.7% | -2.1% | +4.7% |
| 3M | +3.1% | +3.3% | -0.1% | +1.1% |
| 6M | -6.3% | +16.8% | -23.1% | -14.1% |
| YTD | +1.9% | +15.2% | -13.4% | -6.3% |
| 1Y | +3.3% | +13.3% | -10.0% | -4.2% |
| 3Y | -4.8% | +5.4% | -10.3% | -10.4% |
| 5Y | +2.0% | +2.7% | -0.7% | -3.4% |
| 10Y | +80.3% | +38.7% | +41.7% | +42.8% |
| All | +80.3% | +41.7% | +38.6% | +42.8% |
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