+239.5%
GM vs KMB
+223.1%
+16.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -1.0% |
| 7D | -0.2% | +0.9% | -1.1% | -0.5% |
| 30D | +3.6% | +10.1% | -6.5% | +0.3% |
| 3M | -0.2% | 0.0% | -0.3% | -0.5% |
| 6M | +13.9% | +15.7% | -1.8% | +8.2% |
| YTD | +6.5% | +12.6% | -6.2% | +1.7% |
| 1Y | +20.7% | +10.1% | +10.5% | +16.1% |
| 3Y | +229.5% | +2.1% | +227.3% | +217.7% |
| 5Y | +41.5% | -0.7% | +42.2% | +36.5% |
| 10Y | +204.8% | +38.5% | +166.3% | +144.8% |
| All | +239.5% | +223.1% | +16.5% | +8.0% |
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 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