-8.6%
KMB vs GEHC
+30.8%
-39.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.4% |
| 7D | -3.0% | -2.3% | -0.7% | -2.6% |
| 30D | +9.1% | +19.0% | -10.0% | +6.5% |
| 3M | -0.4% | +13.3% | -13.7% | -2.2% |
| 6M | +13.0% | +31.5% | -18.6% | +8.9% |
| YTD | +10.3% | 0.0% | +10.4% | +8.9% |
| 1Y | +8.2% | +9.4% | -1.1% | +5.9% |
| 3Y | +0.4% | +18.3% | -18.0% | -2.8% |
| All | -8.6% | +30.8% | -39.3% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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