+159.7%
GILD vs KMB
+14.6%
+145.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.6% |
| 7D | -4.8% | -6.5% | +1.7% | -2.8% |
| 30D | +5.8% | -8.8% | +14.6% | +8.9% |
| 3M | +14.9% | -2.2% | +17.1% | +15.6% |
| 6M | -0.4% | +0.7% | -1.0% | -1.0% |
| YTD | +18.5% | +1.0% | +17.5% | +17.4% |
| 1Y | +25.1% | -20.3% | +45.4% | +33.5% |
| 3Y | +105.9% | -13.3% | +119.2% | +111.4% |
| 5Y | +143.0% | -12.9% | +155.9% | +147.7% |
| All | +159.7% | +14.6% | +145.1% | +144.6% |
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 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