+208.4%
GLD vs KMB
+38.4%
+170.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.6% | -2.6% |
| 7D | +2.8% | +6.0% | -3.2% | +2.5% |
| 30D | -4.0% | +13.5% | -17.5% | -4.6% |
| 3M | -8.2% | +3.8% | -12.0% | -8.5% |
| 6M | -14.8% | +15.6% | -30.4% | -15.5% |
| YTD | -6.8% | +14.0% | -20.8% | -7.4% |
| 1Y | -2.4% | +12.9% | -15.3% | -3.0% |
| 3Y | +105.8% | +3.7% | +102.0% | +104.8% |
| 5Y | +113.3% | -0.1% | +113.4% | +112.4% |
| 10Y | +208.4% | +41.1% | +167.3% | +204.5% |
| All | +208.4% | +38.4% | +170.1% | +204.5% |
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 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