+211.6%
GM vs KMB
+39.0%
+172.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.8% |
| 7D | -0.2% | +0.9% | -1.1% | -0.4% |
| 30D | +3.6% | +10.1% | -6.5% | +1.1% |
| 3M | -0.2% | 0.0% | -0.3% | -0.4% |
| 6M | +13.9% | +15.7% | -1.8% | +9.6% |
| YTD | +6.5% | +12.6% | -6.2% | +2.9% |
| 1Y | +20.7% | +10.1% | +10.5% | +17.2% |
| 3Y | +229.5% | +2.1% | +227.3% | +220.8% |
| 5Y | +41.5% | -0.7% | +42.2% | +37.8% |
| All | +211.6% | +39.0% | +172.6% | +198.4% |
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