+19.6%
KMB vs GME
+237.5%
-217.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.9% |
| 7D | -2.7% | +0.4% | -3.1% | -2.7% |
| 30D | -5.0% | -1.4% | -3.6% | -5.0% |
| 3M | +6.6% | -15.1% | +21.7% | +6.7% |
| 6M | +1.0% | -22.5% | +23.5% | +1.1% |
| YTD | +6.0% | -5.9% | +11.9% | +6.0% |
| 1Y | -16.6% | -18.6% | +2.0% | -16.6% |
| 3Y | -8.6% | +6.7% | -15.3% | -9.4% |
| 5Y | -10.9% | -62.0% | +51.1% | -11.4% |
| All | +19.6% | +237.5% | -217.9% | +8.7% |
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