+1,346.3%
GIS vs KMB
+1,895.8%
-549.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.5% |
| 7D | -4.6% | +0.1% | -4.6% | -4.6% |
| 30D | +6.6% | +10.2% | -3.6% | +2.9% |
| 3M | -8.1% | +1.5% | -9.6% | -8.5% |
| 6M | +4.9% | +16.6% | -11.7% | -0.8% |
| YTD | -21.4% | +12.1% | -33.4% | -24.5% |
| 1Y | -21.6% | +11.1% | -32.7% | -24.5% |
| 3Y | -39.3% | +1.9% | -41.2% | -40.1% |
| 5Y | -33.2% | -1.3% | -31.9% | -33.5% |
| 10Y | -17.3% | +37.8% | -55.1% | -26.7% |
| All | +1,346.3% | +1,895.8% | -549.5% | +367.5% |
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