+438.8%
GS vs KMB
+39.0%
+399.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.1% |
| 7D | +5.9% | +0.9% | +4.9% | +5.6% |
| 30D | +4.3% | +10.1% | -5.8% | +2.0% |
| 3M | -11.7% | 0.0% | -11.7% | -11.8% |
| 6M | -3.2% | +15.7% | -18.9% | -7.1% |
| YTD | +5.8% | +12.6% | -6.8% | +1.8% |
| 1Y | +16.0% | +10.1% | +5.9% | +12.3% |
| 3Y | +199.8% | +2.1% | +197.6% | +188.5% |
| 5Y | +155.5% | -0.7% | +156.2% | +145.6% |
| All | +438.8% | +39.0% | +399.9% | +430.4% |
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