+3,449.8%
PFE vs KMB
+1,925.1%
+1,524.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -3.5% |
| 7D | -0.2% | +0.4% | -0.6% | -0.4% |
| 30D | +8.7% | +14.1% | -5.5% | +3.4% |
| 3M | +15.8% | -0.5% | +16.3% | +15.7% |
| 6M | +16.8% | +16.6% | +0.3% | +9.7% |
| YTD | +26.2% | +13.7% | +12.5% | +19.3% |
| 1Y | +29.9% | +16.1% | +13.9% | +21.8% |
| 3Y | +15.9% | +4.7% | +11.2% | +11.2% |
| 5Y | -20.6% | +1.5% | -22.2% | -23.5% |
| 10Y | +65.4% | +40.5% | +24.8% | +37.6% |
| All | +3,449.8% | +1,925.1% | +1,524.7% | +1,000.0% |
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 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