+75.0%
PEP vs KMB
+17.2%
+57.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | +0.2% |
| 7D | -1.4% | -3.0% | +1.6% | +0.2% |
| 30D | +0.2% | -5.5% | +5.7% | +3.1% |
| 3M | -1.1% | +14.0% | -15.1% | -7.9% |
| 6M | -13.5% | +4.1% | -17.6% | -15.7% |
| YTD | -1.2% | +8.0% | -9.2% | -5.7% |
| 1Y | -1.6% | -13.7% | +12.2% | +4.9% |
| 3Y | -12.5% | -5.9% | -6.6% | -12.2% |
| 5Y | +3.0% | -8.6% | +11.7% | +4.1% |
| All | +75.0% | +17.2% | +57.8% | +55.6% |
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