+266.1%
GE vs KMB
+2.5%
+263.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | 0.0% |
| 7D | +2.7% | +0.9% | +1.7% | +2.5% |
| 30D | +8.1% | +10.1% | -2.0% | +6.8% |
| 3M | -7.9% | 0.0% | -7.9% | -8.0% |
| 6M | +12.9% | +15.7% | -2.8% | +10.7% |
| YTD | +8.2% | +12.6% | -4.5% | +6.3% |
| 1Y | +9.7% | +10.1% | -0.5% | +7.9% |
| 3Y | +266.1% | +2.1% | +264.0% | +252.6% |
| All | +266.1% | +2.5% | +263.6% | +252.6% |
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