+35.6%
PFE vs KMB
+17.2%
+18.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.7% |
| 7D | +1.8% | -3.0% | +4.8% | +2.8% |
| 30D | +10.2% | -5.5% | +15.7% | +12.3% |
| 3M | +12.7% | +14.0% | -1.3% | +7.2% |
| 6M | +10.5% | +4.1% | +6.5% | +8.4% |
| YTD | +20.2% | +8.0% | +12.1% | +16.1% |
| 1Y | +24.1% | -13.7% | +37.8% | +29.3% |
| 3Y | -3.6% | -5.9% | +2.4% | -3.6% |
| 5Y | -20.9% | -8.6% | -12.2% | -20.7% |
| All | +35.6% | +17.2% | +18.4% | +27.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling