+38.5%
KMB vs GD
+192.5%
-154.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.9% | +2.1% |
| 7D | +0.4% | -3.9% | +4.3% | +1.4% |
| 30D | +14.1% | +8.1% | +6.1% | +11.8% |
| 3M | -0.5% | -6.8% | +6.3% | +1.1% |
| 6M | +16.6% | +3.0% | +13.6% | +15.4% |
| YTD | +13.7% | +7.8% | +5.9% | +10.9% |
| 1Y | +16.1% | +5.8% | +10.3% | +13.6% |
| 3Y | +4.7% | +55.3% | -50.6% | -8.6% |
| 5Y | +1.5% | +96.7% | -95.1% | -17.9% |
| All | +38.5% | +192.5% | -154.0% | +4.3% |
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