+16.9%
KMB vs GD
+190.3%
-173.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.1% |
| 7D | -3.0% | -5.3% | +2.2% | -1.7% |
| 30D | -5.5% | -6.4% | +1.0% | -3.9% |
| 3M | +14.0% | +5.7% | +8.3% | +12.3% |
| 6M | +4.1% | -0.9% | +5.0% | +4.1% |
| YTD | +8.0% | +8.2% | -0.1% | +5.3% |
| 1Y | -13.7% | +13.4% | -27.2% | -17.0% |
| 3Y | -5.9% | +68.5% | -74.4% | -20.0% |
| 5Y | -8.6% | +97.2% | -105.8% | -26.3% |
| All | +16.9% | +190.3% | -173.4% | -17.8% |
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