+222.2%
PWR vs KMB
+2.8%
+219.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.1% | +5.7% |
| 7D | -12.9% | +0.5% | -13.3% | -12.4% |
| 30D | -22.8% | +12.4% | -35.2% | -20.3% |
| 3M | -19.0% | +1.0% | -20.0% | -18.1% |
| 6M | -31.1% | +12.1% | -43.2% | -29.1% |
| YTD | +28.3% | +11.6% | +16.6% | +31.7% |
| 1Y | +22.2% | +13.1% | +9.1% | +25.8% |
| 3Y | +222.2% | +1.6% | +220.6% | +208.0% |
| All | +222.2% | +2.8% | +219.4% | +208.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling