+57.7%
GEV vs KMB
-14.3%
+72.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | -0.4% |
| 7D | +3.3% | -4.2% | +7.5% | +2.6% |
| 30D | -7.5% | -6.6% | -0.9% | -8.5% |
| 3M | -2.2% | +12.6% | -14.8% | -1.9% |
| 6M | +12.1% | +2.9% | +9.2% | +11.8% |
| YTD | +44.4% | +6.8% | +37.6% | +45.3% |
| 1Y | +57.7% | -14.8% | +72.4% | +50.8% |
| All | +57.7% | -14.3% | +72.0% | +50.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling