+37.4%
GILD vs KMB
-13.3%
+50.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | 0.0% |
| 7D | +3.7% | -3.0% | +6.7% | +4.0% |
| 30D | +14.6% | -5.5% | +20.1% | +15.2% |
| 3M | +17.7% | +14.0% | +3.7% | +17.3% |
| 6M | +3.1% | +4.1% | -1.0% | +2.9% |
| YTD | +24.5% | +8.0% | +16.5% | +24.6% |
| 1Y | +37.4% | -13.7% | +51.1% | +43.4% |
| All | +37.4% | -13.3% | +50.7% | +43.4% |
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