+1.5%
KMB vs GD
+97.4%
-95.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.9% | +2.0% |
| 7D | +0.4% | -3.9% | +4.3% | +1.2% |
| 30D | +14.1% | +8.1% | +6.1% | +12.2% |
| 3M | -0.5% | -6.8% | +6.3% | +0.8% |
| 6M | +16.6% | +3.0% | +13.6% | +15.6% |
| YTD | +13.7% | +7.8% | +5.9% | +11.4% |
| 1Y | +16.1% | +5.8% | +10.3% | +14.1% |
| 3Y | +4.7% | +55.3% | -50.6% | -7.3% |
| 5Y | +1.5% | +96.7% | -95.1% | -16.7% |
| All | +1.5% | +97.4% | -95.9% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling