-12.8%
KMB vs GNRC
+61.2%
-73.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.1% | -4.1% |
| 7D | -8.6% | +3.2% | -11.8% | -8.6% |
| 30D | -7.5% | -9.5% | +2.0% | -7.5% |
| 3M | -0.6% | -28.5% | +27.9% | -0.6% |
| 6M | -1.5% | -10.0% | +8.4% | -2.4% |
| YTD | +1.6% | +36.7% | -35.1% | -0.2% |
| 1Y | -20.8% | +2.6% | -23.4% | -21.8% |
| All | -12.8% | +61.2% | -73.9% | -17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling