+50.7%
PFE vs KMB
+38.7%
+12.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.9% |
| 7D | -3.0% | +0.1% | -3.0% | -3.0% |
| 30D | +5.2% | +10.2% | -5.0% | +1.6% |
| 3M | +12.2% | +1.5% | +10.8% | +11.4% |
| 6M | +17.8% | +16.6% | +1.2% | +10.8% |
| YTD | +26.2% | +12.1% | +14.1% | +20.1% |
| 1Y | +23.2% | +11.1% | +12.1% | +17.5% |
| 3Y | +21.3% | +1.9% | +19.4% | +17.5% |
| 5Y | -23.1% | -1.3% | -21.8% | -25.2% |
| 10Y | +50.7% | +37.8% | +12.9% | +30.0% |
| All | +50.7% | +38.7% | +12.0% | +30.0% |
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