+35.6%
PFE vs KMB
+11.9%
+23.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.1% | -1.5% | +1.6% |
| 7D | +4.6% | +0.4% | +4.2% | +4.4% |
| 30D | +12.3% | +14.0% | -1.7% | +9.2% |
| 3M | +21.2% | -1.3% | +22.5% | +21.2% |
| 6M | +21.1% | +16.7% | +4.4% | +16.5% |
| YTD | +30.0% | +12.0% | +18.0% | +28.0% |
| 1Y | +35.6% | +13.6% | +22.0% | +32.9% |
| All | +35.6% | +11.9% | +23.7% | +32.9% |
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