+17.0%
PG vs KMB
+11.9%
+5.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.1% | -0.9% | +1.0% |
| 7D | +5.7% | +0.4% | +5.4% | +5.4% |
| 30D | +15.4% | +14.0% | +1.4% | +7.9% |
| 3M | +13.8% | -1.3% | +15.1% | +14.3% |
| 6M | +18.3% | +16.7% | +1.6% | +8.3% |
| YTD | +20.1% | +12.0% | +8.2% | +11.4% |
| 1Y | +17.0% | +13.6% | +3.4% | +8.3% |
| All | +17.0% | +11.9% | +5.1% | +8.3% |
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