+141.0%
GS vs KMB
+1.5%
+139.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.5% | -7.9% | -6.5% |
| 7D | -6.3% | +0.4% | -6.7% | -6.4% |
| 30D | -3.1% | +14.1% | -17.3% | -4.3% |
| 3M | -17.7% | -0.5% | -17.1% | -17.7% |
| 6M | -4.6% | +16.6% | -21.1% | -6.4% |
| YTD | +0.3% | +13.7% | -13.4% | -1.6% |
| 1Y | +11.7% | +16.1% | -4.3% | +9.2% |
| 3Y | +183.6% | +4.7% | +178.9% | +172.8% |
| 5Y | +141.0% | +1.5% | +139.4% | +131.0% |
| All | +141.0% | +1.5% | +139.5% | +131.0% |
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 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