+2.7%
KMB vs GH
+43.1%
-40.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.2% | -2.0% | +3.2% |
| 7D | +3.4% | -7.0% | +10.4% | +3.4% |
| 30D | +14.7% | -5.2% | +19.9% | +14.7% |
| 3M | +3.3% | -5.8% | +9.0% | +3.3% |
| 6M | +16.8% | +65.9% | -49.1% | +16.7% |
| YTD | +15.2% | +55.5% | -40.2% | +15.1% |
| 1Y | +13.3% | +64.2% | -50.9% | +13.2% |
| 3Y | +5.4% | +606.0% | -600.6% | +3.3% |
| 5Y | +2.7% | +47.3% | -44.6% | -0.5% |
| All | +2.7% | +43.1% | -40.3% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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