+620.7%
GEV vs KMB
-9.9%
+630.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | -0.3% |
| 7D | +3.3% | -3.0% | +6.3% | +2.6% |
| 30D | -7.5% | -5.5% | -2.0% | -8.6% |
| 3M | -2.2% | +14.0% | -16.2% | +0.1% |
| 6M | +12.1% | +4.1% | +8.0% | +12.9% |
| YTD | +44.4% | +8.0% | +36.3% | +47.0% |
| 1Y | +57.7% | -13.7% | +71.4% | +52.8% |
| All | +620.7% | -9.9% | +630.6% | +557.3% |
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 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