+643.2%
GEV vs KMB
-11.7%
+654.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.9% | +5.1% | +2.7% |
| 7D | +8.1% | -2.7% | +10.8% | +7.5% |
| 30D | -1.9% | -5.0% | +3.1% | -3.0% |
| 3M | +4.1% | +6.6% | -2.5% | +5.3% |
| 6M | +23.2% | +1.0% | +22.2% | +23.4% |
| YTD | +48.9% | +6.0% | +42.9% | +51.0% |
| 1Y | +62.2% | -16.6% | +78.8% | +55.8% |
| All | +643.2% | -11.7% | +654.8% | +575.1% |
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