+139.3%
GS vs KMB
-0.3%
+139.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | -0.2% |
| 7D | -3.2% | +0.5% | -3.7% | -3.3% |
| 30D | -2.4% | +12.4% | -14.8% | -3.4% |
| 3M | -15.7% | +1.0% | -16.7% | -15.9% |
| 6M | -6.8% | +12.1% | -18.9% | -8.2% |
| YTD | -0.1% | +11.6% | -11.7% | -1.8% |
| 1Y | +12.1% | +13.1% | -1.0% | +9.9% |
| 3Y | +185.8% | +1.6% | +184.2% | +176.3% |
| All | +139.3% | -0.3% | +139.6% | +129.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling