+2,883.5%
GE vs KMB
+1,824.3%
+1,059.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.7% |
| 7D | -1.6% | -3.0% | +1.4% | -0.5% |
| 30D | -11.6% | -5.5% | -6.1% | -9.8% |
| 3M | +3.0% | +14.0% | -11.0% | -2.4% |
| 6M | -0.5% | +4.1% | -4.6% | -2.4% |
| YTD | +9.7% | +8.0% | +1.7% | +5.8% |
| 1Y | +20.0% | -13.7% | +33.8% | +24.8% |
| 3Y | +275.8% | -5.9% | +281.8% | +272.1% |
| 5Y | +429.1% | -8.6% | +437.7% | +423.7% |
| 10Y | +151.2% | +17.3% | +133.9% | +116.9% |
| All | +2,883.5% | +1,824.3% | +1,059.3% | +805.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling