+4.9%
PEP vs KMB
+16.0%
-11.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.4% |
| 7D | +6.7% | +0.4% | +6.3% | +6.4% |
| 30D | +13.5% | +14.1% | -0.6% | +7.4% |
| 3M | +3.9% | -0.5% | +4.5% | +3.9% |
| 6M | -6.0% | +16.6% | -22.6% | -11.4% |
| YTD | +2.5% | +13.7% | -11.2% | -2.9% |
| All | +4.9% | +16.0% | -11.1% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling