+246.5%
GM vs KMB
+209.9%
+36.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.3% |
| 7D | +1.9% | -3.0% | +5.0% | +2.9% |
| 30D | -1.4% | -5.5% | +4.1% | +0.3% |
| 3M | +5.9% | +14.0% | -8.1% | +1.2% |
| 6M | +12.4% | +4.1% | +8.3% | +10.6% |
| YTD | +8.6% | +8.0% | +0.6% | +5.3% |
| 1Y | +52.6% | -13.7% | +66.4% | +58.3% |
| 3Y | +169.7% | -5.9% | +175.6% | +167.5% |
| 5Y | +87.5% | -8.6% | +96.2% | +86.2% |
| 10Y | +233.0% | +17.3% | +215.7% | +191.5% |
| All | +246.5% | +209.9% | +36.6% | +11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling