+206.1%
GLD vs KMB
+39.0%
+167.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | 0.0% |
| 7D | -4.6% | +0.9% | -5.5% | -4.6% |
| 30D | -5.5% | +10.1% | -15.5% | -5.9% |
| 3M | -10.9% | 0.0% | -10.9% | -11.0% |
| 6M | -17.4% | +15.7% | -33.1% | -18.1% |
| YTD | -10.3% | +12.6% | -23.0% | -10.9% |
| 1Y | -7.2% | +10.1% | -17.3% | -7.6% |
| 3Y | +96.9% | +2.1% | +94.8% | +96.1% |
| 5Y | +103.8% | -0.7% | +104.4% | +102.9% |
| All | +206.1% | +39.0% | +167.2% | +201.3% |
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 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