-16.6%
KMB vs GAP
-3.2%
-13.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | -2.7% | +1.7% | -4.4% | -2.9% |
| 30D | -5.0% | +9.3% | -14.4% | -6.2% |
| 3M | +6.6% | +6.1% | +0.5% | +5.5% |
| 6M | +1.0% | -2.3% | +3.3% | +1.1% |
| YTD | +6.0% | -10.6% | +16.6% | +6.0% |
| 1Y | -16.6% | -4.4% | -12.2% | -17.4% |
| All | -16.6% | -3.2% | -13.4% | -17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling