+243.0%
GS vs KMB
-5.5%
+248.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | 0.0% |
| 7D | +0.9% | -3.0% | +4.0% | +0.9% |
| 30D | -1.6% | -5.5% | +3.9% | -1.7% |
| 3M | -4.5% | +14.0% | -18.5% | -4.9% |
| 6M | +20.9% | +4.1% | +16.8% | +20.4% |
| YTD | +19.9% | +8.0% | +11.8% | +19.3% |
| 1Y | +41.4% | -13.7% | +55.2% | +41.9% |
| All | +243.0% | -5.5% | +248.5% | +227.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling