+192.8%
PM vs KMB
+17.2%
+175.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.3% |
| 7D | -4.9% | -3.0% | -1.8% | -3.6% |
| 30D | -3.4% | -5.5% | +2.1% | -1.1% |
| 3M | +5.2% | +14.0% | -8.8% | -0.5% |
| 6M | +3.7% | +4.1% | -0.4% | +1.6% |
| YTD | +15.8% | +8.0% | +7.7% | +11.4% |
| 1Y | +17.4% | -13.7% | +31.1% | +23.6% |
| 3Y | +116.9% | -5.9% | +122.9% | +115.4% |
| 5Y | +117.3% | -8.6% | +125.9% | +116.2% |
| All | +192.8% | +17.2% | +175.6% | +158.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling