+606.9%
GEV vs KMB
-15.5%
+622.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.6% | -2.9% |
| 7D | -1.9% | -7.7% | +5.8% | -3.5% |
| 30D | -8.7% | -8.2% | -0.5% | -10.3% |
| 3M | +6.6% | -1.9% | +8.5% | +6.2% |
| 6M | +10.2% | -0.7% | +10.9% | +9.9% |
| YTD | +41.6% | +1.4% | +40.2% | +42.3% |
| 1Y | +43.9% | -19.1% | +63.0% | +37.5% |
| All | +606.9% | -15.5% | +622.4% | +536.3% |
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