+14.1%
KMB vs GAP
-4.6%
+18.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.5% | -0.3% | +2.7% |
| 7D | +3.4% | 0.0% | +3.4% | +3.3% |
| 30D | +14.7% | -4.3% | +19.0% | +15.3% |
| 3M | +3.3% | +9.4% | -6.1% | +1.8% |
| 6M | +16.8% | -3.3% | +20.1% | +16.7% |
| YTD | +15.2% | -10.5% | +25.8% | +15.0% |
| All | +14.1% | -4.6% | +18.7% | +12.2% |
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