+1,886.5%
KMB vs GPC
+2,105.4%
-218.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | +6.0% | +0.4% | +5.7% | +5.9% |
| 30D | +13.5% | -1.8% | +15.3% | +14.0% |
| 3M | +3.8% | -6.6% | +10.4% | +5.8% |
| 6M | +15.6% | +21.3% | -5.7% | +8.7% |
| YTD | +14.0% | +4.3% | +9.7% | +11.3% |
| 1Y | +12.9% | +3.3% | +9.7% | +10.5% |
| 3Y | +3.7% | +0.8% | +3.0% | +0.1% |
| 5Y | -0.1% | +7.4% | -7.4% | -7.1% |
| 10Y | +41.1% | +79.2% | -38.1% | +5.4% |
| All | +1,886.5% | +2,105.4% | -218.8% | +530.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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