+1,746.1%
KMB vs GFI
+685.3%
+1,060.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.9% |
| 7D | -2.7% | +5.7% | -8.4% | -2.8% |
| 30D | -5.0% | +15.6% | -20.6% | -5.2% |
| 3M | +6.6% | +31.5% | -25.0% | +6.1% |
| 6M | +1.0% | -3.7% | +4.7% | +0.9% |
| YTD | +6.0% | +11.2% | -5.3% | +5.6% |
| 1Y | -16.6% | +36.4% | -53.0% | -17.2% |
| 3Y | -8.6% | +313.5% | -322.2% | -10.8% |
| 5Y | -10.9% | +528.0% | -538.9% | -13.7% |
| 10Y | +16.8% | +1,021.4% | -1,004.6% | +12.1% |
| All | +1,746.1% | +685.3% | +1,060.8% | +1,732.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 all: compounded portfolio wealth divided by compounded GFI 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…
all analysis · Full analysis span regression · 6 months rolling