+249.7%
KMB vs GNRC
+2,127.0%
-1,877.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.2% |
| 7D | +0.9% | +7.9% | -7.0% | +0.4% |
| 30D | +10.1% | -3.7% | +13.8% | +10.1% |
| 3M | 0.0% | -11.9% | +12.0% | +0.4% |
| 6M | +15.7% | -28.6% | +44.3% | +17.3% |
| YTD | +12.6% | +39.9% | -27.2% | +8.4% |
| 1Y | +10.1% | +23.4% | -13.2% | +6.8% |
| 3Y | +2.1% | +84.2% | -82.1% | -5.3% |
| 5Y | -0.7% | -57.3% | +56.6% | +1.4% |
| 10Y | +38.5% | +376.8% | -338.3% | +6.8% |
| All | +249.7% | +2,127.0% | -1,877.4% | +127.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling