+234.7%
PM vs KMB
+41.7%
+192.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.2% | -5.6% | -3.7% |
| 7D | -7.3% | +3.4% | -10.7% | -8.7% |
| 30D | -4.0% | +14.7% | -18.7% | -9.7% |
| 3M | +2.7% | +3.3% | -0.5% | +1.0% |
| 6M | +14.9% | +16.8% | -1.9% | +7.0% |
| YTD | +23.5% | +15.2% | +8.3% | +15.3% |
| 1Y | +30.4% | +13.3% | +17.1% | +22.5% |
| 3Y | +143.2% | +5.4% | +137.8% | +128.6% |
| 5Y | +159.5% | +2.7% | +156.8% | +143.8% |
| 10Y | +234.7% | +38.7% | +196.0% | +161.8% |
| All | +234.7% | +41.7% | +192.9% | +161.8% |
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