+151.5%
GE vs KMB
+15.9%
+135.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.3% | -0.2% |
| 7D | +1.2% | -2.7% | +3.9% | +1.8% |
| 30D | -9.5% | -5.0% | -4.5% | -8.5% |
| 3M | +4.1% | +6.6% | -2.4% | +2.2% |
| 6M | +3.9% | +1.0% | +3.0% | +3.3% |
| YTD | +9.0% | +6.0% | +3.1% | +7.0% |
| 1Y | +21.9% | -16.6% | +38.6% | +26.2% |
| 3Y | +281.8% | -8.6% | +290.4% | +281.1% |
| 5Y | +436.7% | -10.9% | +447.6% | +435.0% |
| 10Y | +151.5% | +16.8% | +134.7% | +143.8% |
| All | +151.5% | +15.9% | +135.7% | +143.8% |
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