+835.7%
PM vs KMB
+250.8%
+584.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -0.9% |
| 7D | -5.2% | +0.5% | -5.7% | -5.5% |
| 30D | +2.7% | +12.4% | -9.7% | -3.4% |
| 3M | +5.2% | +1.0% | +4.2% | +4.3% |
| 6M | +17.0% | +12.1% | +4.9% | +9.6% |
| YTD | +25.5% | +11.6% | +13.9% | +17.3% |
| 1Y | +35.5% | +13.1% | +22.4% | +25.8% |
| 3Y | +143.9% | +1.6% | +142.3% | +131.4% |
| 5Y | +161.8% | -0.3% | +162.2% | +147.3% |
| 10Y | +235.9% | +37.9% | +198.0% | +152.2% |
| All | +835.7% | +250.8% | +584.9% | +269.9% |
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 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