+47.2%
PYPL vs KMB
+41.7%
+5.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.9% | +0.4% |
| 7D | +2.2% | +3.4% | -1.2% | +1.1% |
| 30D | +8.1% | +14.7% | -6.6% | +3.7% |
| 3M | +1.9% | +3.3% | -1.4% | +0.8% |
| 6M | +33.1% | +16.8% | +16.3% | +26.7% |
| YTD | +3.8% | +15.2% | -11.5% | -1.4% |
| 1Y | -8.3% | +13.3% | -21.6% | -12.4% |
| 3Y | +11.9% | +5.4% | +6.4% | +7.0% |
| 5Y | -70.4% | +2.7% | -73.2% | -71.7% |
| 10Y | +47.2% | +38.7% | +8.5% | +32.5% |
| All | +47.2% | +41.7% | +5.4% | +32.5% |
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