+478.5%
GS vs KMB
+41.7%
+436.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.2% | +1.4% | +4.0% |
| 7D | +0.8% | +3.4% | -2.6% | +0.1% |
| 30D | +1.2% | +14.7% | -13.5% | -1.9% |
| 3M | -12.4% | +3.3% | -15.7% | -13.2% |
| 6M | -2.3% | +16.8% | -19.1% | -6.4% |
| YTD | +4.6% | +15.2% | -10.6% | +0.2% |
| 1Y | +17.5% | +13.3% | +4.2% | +13.1% |
| 3Y | +202.0% | +5.4% | +196.6% | +188.6% |
| 5Y | +152.4% | +2.7% | +149.6% | +140.6% |
| 10Y | +478.5% | +38.7% | +439.9% | +465.5% |
| All | +478.5% | +41.7% | +436.8% | +465.5% |
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 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