+29.7%
PM vs KMB
+10.7%
+19.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.6% |
| 7D | -7.1% | +0.1% | -7.1% | -7.2% |
| 30D | -2.8% | +10.2% | -13.0% | -6.2% |
| 3M | +6.3% | +1.5% | +4.9% | +5.7% |
| 6M | +9.6% | +16.6% | -7.0% | +5.4% |
| YTD | +25.6% | +12.1% | +13.5% | +22.7% |
| 1Y | +29.7% | +11.1% | +18.6% | +26.9% |
| All | +29.7% | +10.7% | +19.0% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling