-14.8%
KMB vs GFS
+37.2%
-52.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.5% | -4.3% | -2.7% |
| 7D | -4.2% | +1.0% | -5.2% | -4.2% |
| 30D | -6.6% | -8.6% | +2.0% | -6.7% |
| 3M | +12.6% | -46.5% | +59.2% | +11.3% |
| 6M | +2.9% | -4.8% | +7.7% | -2.8% |
| YTD | +6.8% | +29.7% | -22.9% | +0.5% |
| 1Y | -14.8% | +35.8% | -50.6% | -20.3% |
| All | -14.8% | +37.2% | -52.0% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling