+260.9%
PM vs KMB
+38.7%
+222.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.8% |
| 7D | -7.1% | +0.1% | -7.1% | -7.2% |
| 30D | -2.8% | +10.2% | -13.0% | -7.0% |
| 3M | +6.3% | +1.5% | +4.9% | +5.3% |
| 6M | +9.6% | +16.6% | -7.0% | +2.2% |
| YTD | +25.6% | +12.1% | +13.5% | +18.6% |
| 1Y | +29.7% | +11.1% | +18.6% | +22.8% |
| 3Y | +147.6% | +1.9% | +145.6% | +136.1% |
| 5Y | +160.1% | -1.3% | +161.4% | +148.7% |
| 10Y | +260.9% | +37.8% | +223.1% | +187.9% |
| All | +260.9% | +38.7% | +222.2% | +187.9% |
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 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