+1,782.5%
KMB vs GAP
+2,258.2%
-475.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.6% |
| 7D | -3.0% | -4.5% | +1.4% | -2.7% |
| 30D | -5.5% | +9.0% | -14.5% | -6.3% |
| 3M | +14.0% | +5.0% | +9.0% | +13.3% |
| 6M | +4.1% | -17.8% | +21.9% | +5.3% |
| YTD | +8.0% | -10.4% | +18.4% | +8.4% |
| 1Y | -13.7% | -3.4% | -10.4% | -14.2% |
| 3Y | -5.9% | +111.5% | -117.4% | -15.5% |
| 5Y | -8.6% | +8.8% | -17.4% | -15.1% |
| 10Y | +17.3% | +32.9% | -15.6% | -2.1% |
| All | +1,782.5% | +2,258.2% | -475.7% | +687.4% |
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 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