+16.1%
KMB vs GD
+6.0%
+10.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.9% | +1.8% |
| 7D | +0.4% | -3.9% | +4.3% | +0.9% |
| 30D | +14.1% | +8.1% | +6.1% | +12.7% |
| 3M | -0.5% | -6.8% | +6.3% | -0.1% |
| 6M | +16.6% | +3.0% | +13.6% | +15.8% |
| YTD | +13.7% | +7.8% | +5.9% | +14.2% |
| 1Y | +16.1% | +5.8% | +10.3% | +16.8% |
| All | +16.1% | +6.0% | +10.1% | +16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling