+3.5%
KMB vs GFS
-13.3%
+16.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | +6.0% | -5.3% | +11.3% | +6.0% |
| 30D | +13.5% | -15.8% | +29.3% | +13.5% |
| 3M | +3.8% | -18.6% | +22.4% | +3.8% |
| 6M | +15.6% | -45.0% | +60.6% | +15.7% |
| YTD | +14.0% | +16.8% | -2.8% | +11.9% |
| 1Y | +12.9% | +17.8% | -4.9% | +10.8% |
| 3Y | +3.7% | -21.5% | +25.2% | +2.2% |
| 5Y | -0.1% | -29.3% | +29.3% | -0.1% |
| All | +3.5% | -13.3% | +16.8% | +4.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling