+1,112.1%
PSX vs KMB
+144.3%
+967.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.6% |
| 7D | +4.5% | -3.0% | +7.6% | +5.3% |
| 30D | +26.6% | -5.5% | +32.1% | +28.3% |
| 3M | +39.3% | +14.0% | +25.3% | +33.9% |
| 6M | +56.8% | +4.1% | +52.7% | +54.0% |
| YTD | +101.8% | +8.0% | +93.8% | +95.7% |
| 1Y | +99.6% | -13.7% | +113.3% | +105.6% |
| 3Y | +140.3% | -5.9% | +146.3% | +137.5% |
| 5Y | +339.3% | -8.6% | +347.9% | +330.4% |
| 10Y | +369.9% | +17.3% | +352.6% | +306.1% |
| All | +1,112.1% | +144.3% | +967.8% | +548.1% |
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