+41.1%
KMB vs GAP
+12.0%
+29.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -1.0% |
| 7D | +6.0% | -0.1% | +6.1% | +6.0% |
| 30D | +13.5% | -5.4% | +18.9% | +13.7% |
| 3M | +3.8% | +2.9% | +0.9% | +3.6% |
| 6M | +15.6% | -4.4% | +20.0% | +15.6% |
| YTD | +14.0% | -11.6% | +25.6% | +14.2% |
| 1Y | +12.9% | -6.0% | +19.0% | +12.9% |
| 3Y | +3.7% | +78.0% | -74.3% | +0.8% |
| 5Y | -0.1% | +8.5% | -8.5% | -2.4% |
| 10Y | +41.1% | +8.6% | +32.5% | +28.7% |
| All | +41.1% | +12.0% | +29.2% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling