-4.6%
KMB vs GEHC
+34.3%
-38.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.2% | +3.0% |
| 7D | +3.4% | +5.6% | -2.2% | +2.6% |
| 30D | +14.7% | +27.9% | -13.2% | +11.0% |
| 3M | +3.3% | +17.1% | -13.9% | +1.0% |
| 6M | +16.8% | +32.5% | -15.7% | +12.4% |
| YTD | +15.2% | +2.7% | +12.6% | +13.3% |
| 1Y | +13.3% | +15.3% | -2.0% | +10.3% |
| 3Y | +5.4% | +23.7% | -18.2% | +1.6% |
| All | -4.6% | +34.3% | -38.8% | -8.7% |
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