-22.8%
GIS vs KMB
-9.5%
-13.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.4% | -0.5% |
| 7D | -8.3% | -2.7% | -5.6% | -6.9% |
| 30D | +2.2% | -5.0% | +7.2% | +5.1% |
| 3M | +15.7% | +6.6% | +9.1% | +12.1% |
| 6M | -12.0% | +1.0% | -12.9% | -12.4% |
| YTD | -15.0% | +6.0% | -20.9% | -17.5% |
| 1Y | -20.1% | -16.6% | -3.5% | -12.9% |
| 3Y | -34.6% | -8.6% | -26.0% | -32.8% |
| 5Y | -22.8% | -10.9% | -12.0% | -18.3% |
| All | -22.8% | -9.5% | -13.3% | -18.3% |
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 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