+510.2%
GEV vs KMB
-4.9%
+515.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -2.8% | -4.2% |
| 7D | -13.2% | +6.0% | -19.2% | -11.6% |
| 30D | -20.6% | +13.5% | -34.1% | -17.7% |
| 3M | -19.5% | +3.8% | -23.3% | -18.0% |
| 6M | -23.3% | +15.6% | -38.9% | -20.2% |
| YTD | +22.2% | +14.0% | +8.2% | +27.2% |
| 1Y | +37.8% | +12.9% | +24.9% | +43.2% |
| All | +510.2% | -4.9% | +515.1% | +468.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling