+1,907.5%
KMB vs GAP
+2,254.5%
-347.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.5% | -0.3% | +2.9% |
| 7D | +3.4% | 0.0% | +3.4% | +3.4% |
| 30D | +14.7% | -4.3% | +19.0% | +15.1% |
| 3M | +3.3% | +9.4% | -6.1% | +2.3% |
| 6M | +16.8% | -3.3% | +20.1% | +16.7% |
| YTD | +15.2% | -10.5% | +25.8% | +15.6% |
| 1Y | +13.3% | -2.4% | +15.7% | +12.7% |
| 3Y | +5.4% | +80.1% | -74.7% | -3.7% |
| 5Y | +2.7% | +6.5% | -3.7% | -4.3% |
| 10Y | +38.7% | +14.6% | +24.1% | +18.1% |
| All | +1,907.5% | +2,254.5% | -347.0% | +739.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling