+228.9%
KMB vs GNRC
+2,120.5%
-1,891.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.5% | -2.0% |
| 7D | -2.7% | +4.8% | -7.6% | -3.0% |
| 30D | -5.0% | -10.4% | +5.3% | -4.4% |
| 3M | +6.6% | -28.5% | +35.0% | +8.6% |
| 6M | +1.0% | -6.8% | +7.7% | +0.6% |
| YTD | +6.0% | +39.5% | -33.5% | +2.3% |
| 1Y | -16.6% | +3.4% | -20.0% | -17.9% |
| 3Y | -8.6% | +65.1% | -73.8% | -14.3% |
| 5Y | -10.9% | -57.1% | +46.2% | -8.9% |
| 10Y | +16.8% | +432.5% | -415.7% | -10.4% |
| All | +228.9% | +2,120.5% | -1,891.6% | +115.1% |
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