-5.7%
PG vs KMB
-19.6%
+13.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -0.8% | -6.5% | +5.7% | +1.8% |
| 30D | +0.8% | -8.8% | +9.6% | +4.4% |
| 3M | -1.3% | -2.2% | +0.8% | -0.6% |
| 6M | -3.8% | +0.7% | -4.5% | -4.4% |
| YTD | +3.6% | +1.0% | +2.6% | +2.9% |
| 1Y | -5.7% | -20.3% | +14.6% | 0.0% |
| All | -5.7% | -19.6% | +13.8% | 0.0% |
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 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