+38.3%
KMB vs GD
+165.7%
-127.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +0.9% | +2.7% | -1.7% | +0.2% |
| 30D | +10.1% | +8.6% | +1.5% | +7.7% |
| 3M | 0.0% | -7.1% | +7.1% | +1.8% |
| 6M | +15.7% | +7.5% | +8.2% | +13.3% |
| YTD | +12.6% | +9.9% | +2.7% | +9.2% |
| 1Y | +10.1% | +7.6% | +2.6% | +7.4% |
| 3Y | +2.1% | +56.2% | -54.1% | -11.1% |
| 5Y | -0.7% | +100.6% | -101.3% | -20.4% |
| All | +38.3% | +165.7% | -127.4% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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