-7.8%
KMB vs GFS
-2.1%
-5.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.9% | -6.0% | -4.1% |
| 7D | -8.6% | +4.5% | -13.1% | -8.6% |
| 30D | -7.5% | -8.2% | +0.7% | -7.5% |
| 3M | -0.6% | -38.9% | +38.2% | -0.3% |
| 6M | -1.5% | -2.9% | +1.3% | -2.7% |
| YTD | +1.6% | +31.8% | -30.2% | -0.3% |
| 1Y | -20.8% | +43.1% | -63.9% | -22.4% |
| 3Y | -12.4% | -20.6% | +8.3% | -13.5% |
| All | -7.8% | -2.1% | -5.6% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling