+13.5%
KMB vs GNRC
+448.8%
-435.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.3% | -0.5% |
| 7D | -6.5% | -0.2% | -6.3% | -6.5% |
| 30D | -8.8% | -15.7% | +6.9% | -7.9% |
| 3M | -2.2% | -27.3% | +25.2% | -0.6% |
| 6M | +0.7% | -12.1% | +12.7% | +0.6% |
| YTD | +1.0% | +37.1% | -36.1% | -2.2% |
| 1Y | -20.3% | -0.5% | -19.8% | -21.3% |
| 3Y | -13.3% | +61.5% | -74.8% | -18.4% |
| 5Y | -12.9% | -58.6% | +45.6% | -9.2% |
| All | +13.5% | +448.8% | -435.4% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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