-2.4%
GLD vs KMB
+12.2%
-14.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.6% | -2.5% |
| 7D | +2.8% | +6.0% | -3.2% | +2.1% |
| 30D | -4.0% | +13.5% | -17.5% | -5.4% |
| 3M | -8.2% | +3.8% | -12.0% | -8.7% |
| 6M | -14.8% | +15.6% | -30.4% | -16.2% |
| YTD | -6.8% | +14.0% | -20.8% | -5.3% |
| 1Y | -2.4% | +12.9% | -15.3% | -0.5% |
| All | -2.4% | +12.2% | -14.5% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling