-4.6%
PEP vs KMB
+4.7%
-9.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +7.6% |
| 3M | +3.9% | -0.5% | +4.5% | +3.9% |
| 6M | -6.0% | +16.6% | -22.6% | -11.8% |
| YTD | +2.5% | +13.7% | -11.2% | -3.1% |
| 1Y | +3.9% | +16.1% | -12.1% | -2.5% |
| All | -4.6% | +4.7% | -9.3% | -7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling