+3,301.6%
PEP vs KMB
+1,930.6%
+1,371.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.3% | +1.6% |
| 7D | +4.6% | +6.0% | -1.4% | +2.3% |
| 30D | +14.0% | +13.5% | +0.5% | +8.5% |
| 3M | +5.4% | +3.8% | +1.6% | +3.7% |
| 6M | -5.1% | +15.6% | -20.7% | -10.6% |
| YTD | +3.1% | +14.0% | -10.9% | -2.5% |
| 1Y | +4.8% | +12.9% | -8.2% | -0.6% |
| 3Y | -4.1% | +3.7% | -7.8% | -7.1% |
| 5Y | +3.0% | -0.1% | +3.0% | +0.9% |
| 10Y | +89.6% | +41.1% | +48.5% | +63.4% |
| All | +3,301.6% | +1,930.6% | +1,371.0% | +911.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling