+38.3%
KMB vs GME
+475.1%
-436.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +2.1% |
| 7D | +0.9% | +2.9% | -2.0% | +0.9% |
| 30D | +10.1% | -4.8% | +14.9% | +10.1% |
| 3M | 0.0% | +39.2% | -39.2% | -0.2% |
| 6M | +15.7% | +17.1% | -1.4% | +15.6% |
| YTD | +12.6% | +28.7% | -16.1% | +12.5% |
| 1Y | +10.1% | +23.3% | -13.2% | +10.0% |
| 3Y | +2.1% | +112.9% | -110.8% | +0.9% |
| 5Y | -0.7% | -48.8% | +48.2% | -1.4% |
| All | +38.3% | +475.1% | -436.8% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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