0.0%
PG vs KMB
-13.0%
+12.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | -2.7% | -7.7% | +5.0% | +1.3% |
| 30D | -1.5% | -8.2% | +6.7% | +2.7% |
| 3M | -3.4% | -1.9% | -1.5% | -2.8% |
| 6M | -7.0% | -0.7% | -6.3% | -7.2% |
| YTD | +2.0% | +1.4% | +0.6% | +0.5% |
| 1Y | -6.5% | -19.1% | +12.7% | +3.3% |
| All | 0.0% | -13.0% | +12.9% | +4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling