+24.9%
KMB vs GH
+481.7%
-456.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -3.0% | -0.1% | -3.0% | -3.0% |
| 30D | -5.5% | -1.1% | -4.4% | -5.5% |
| 3M | +14.0% | +21.3% | -7.3% | +13.7% |
| 6M | +4.1% | +73.5% | -69.4% | +3.3% |
| YTD | +8.0% | +58.0% | -50.0% | +7.3% |
| 1Y | -13.7% | +163.1% | -176.8% | -15.0% |
| 3Y | -5.9% | +361.0% | -367.0% | -9.0% |
| 5Y | -8.6% | +22.5% | -31.2% | -9.6% |
| All | +24.9% | +481.7% | -456.8% | +15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling