+152.0%
GE vs KMB
+39.0%
+113.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.2% |
| 7D | +2.7% | +0.9% | +1.7% | +2.4% |
| 30D | +8.1% | +10.1% | -2.0% | +5.5% |
| 3M | -7.9% | 0.0% | -7.9% | -8.1% |
| 6M | +12.9% | +15.7% | -2.8% | +8.5% |
| YTD | +8.2% | +12.6% | -4.5% | +4.5% |
| 1Y | +9.7% | +10.1% | -0.5% | +6.4% |
| 3Y | +266.1% | +2.1% | +264.0% | +254.5% |
| 5Y | +407.4% | -0.7% | +408.0% | +390.8% |
| All | +152.0% | +39.0% | +113.0% | +132.2% |
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