+2.9%
PEP vs KMB
-3.2%
+6.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.4% | -0.5% |
| 7D | -0.3% | -3.0% | +2.6% | +1.0% |
| 30D | +11.8% | +9.1% | +2.7% | +7.2% |
| 3M | +3.7% | -0.4% | +4.1% | +3.6% |
| 6M | -4.3% | +13.0% | -17.3% | -9.9% |
| YTD | +2.1% | +10.3% | -8.2% | -3.1% |
| 1Y | +2.5% | +8.2% | -5.7% | -1.9% |
| 3Y | -5.0% | +0.4% | -5.4% | -8.1% |
| 5Y | +2.9% | -2.7% | +5.6% | +0.3% |
| All | +2.9% | -3.2% | +6.1% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling