+1.6%
KMB vs GEHC
+15.6%
-14.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.6% |
| 7D | +0.5% | +7.6% | -7.1% | -0.8% |
| 30D | +12.4% | +27.5% | -15.1% | +8.0% |
| 3M | +1.0% | +17.2% | -16.2% | -1.7% |
| 6M | +12.1% | +33.6% | -21.4% | +7.0% |
| YTD | +11.6% | +0.6% | +11.0% | +9.8% |
| 1Y | +13.1% | +11.3% | +1.8% | +9.9% |
| 3Y | +1.6% | +16.5% | -14.9% | -4.1% |
| All | +1.6% | +15.6% | -14.0% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling