+233.0%
GM vs KMB
+15.0%
+218.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.9% |
| 7D | -1.1% | -7.7% | +6.6% | +0.8% |
| 30D | -3.4% | -8.2% | +4.8% | -1.5% |
| 3M | +8.7% | -1.9% | +10.6% | +9.0% |
| 6M | +15.4% | -0.7% | +16.1% | +15.3% |
| YTD | +6.6% | +1.4% | +5.2% | +5.8% |
| 1Y | +51.5% | -19.1% | +70.6% | +57.9% |
| 3Y | +169.3% | -12.6% | +181.9% | +172.7% |
| 5Y | +81.6% | -12.7% | +94.2% | +82.4% |
| All | +233.0% | +15.0% | +218.0% | +234.0% |
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