+3,899.5%
PG vs KMB
+1,709.5%
+2,190.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | 0.0% |
| 7D | -3.4% | -8.6% | +5.2% | +0.9% |
| 30D | -2.6% | -7.5% | +4.9% | +1.1% |
| 3M | -3.3% | -0.6% | -2.7% | -3.3% |
| 6M | -6.7% | -1.5% | -5.2% | -6.4% |
| YTD | +1.7% | +1.6% | +0.1% | +0.4% |
| 1Y | -7.9% | -20.8% | +12.9% | +1.9% |
| 3Y | +0.9% | -12.4% | +13.3% | +5.9% |
| 5Y | +12.6% | -12.9% | +25.6% | +18.3% |
| 10Y | +117.2% | +14.7% | +102.5% | +98.0% |
| All | +3,899.5% | +1,709.5% | +2,190.0% | +901.3% |
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 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