+1,833.6%
GS vs KMB
+367.8%
+1,465.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.1% | -0.6% | +2.0% |
| 7D | +0.3% | +0.4% | -0.1% | +0.2% |
| 30D | +3.9% | +14.0% | -10.2% | -1.3% |
| 3M | -11.4% | -1.3% | -10.1% | -11.3% |
| 6M | +3.7% | +16.7% | -13.0% | -3.5% |
| YTD | +7.1% | +12.0% | -4.9% | +0.9% |
| 1Y | +19.7% | +13.6% | +6.0% | +11.9% |
| 3Y | +202.8% | +3.1% | +199.7% | +185.7% |
| 5Y | +156.7% | +0.8% | +156.0% | +141.1% |
| 10Y | +548.7% | +38.4% | +510.3% | +409.1% |
| All | +1,833.6% | +367.8% | +1,465.8% | +849.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling