+2,064.0%
GS vs KMB
+351.3%
+1,712.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.7% |
| 7D | +0.9% | -3.0% | +4.0% | +2.1% |
| 30D | -1.6% | -5.5% | +3.9% | +0.4% |
| 3M | -4.5% | +14.0% | -18.5% | -10.0% |
| 6M | +20.9% | +4.1% | +16.8% | +17.8% |
| YTD | +19.9% | +8.0% | +11.8% | +14.7% |
| 1Y | +41.4% | -13.7% | +55.2% | +46.7% |
| 3Y | +239.2% | -5.9% | +245.1% | +232.7% |
| 5Y | +185.0% | -8.6% | +193.7% | +179.3% |
| 10Y | +655.0% | +17.3% | +637.7% | +538.9% |
| All | +2,064.0% | +351.3% | +1,712.7% | +979.7% |
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 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