+1,782.5%
KMB vs GPC
+2,341.8%
-559.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.9% |
| 7D | -3.0% | +1.2% | -4.2% | -3.4% |
| 30D | -5.5% | +6.0% | -11.4% | -7.1% |
| 3M | +14.0% | +42.6% | -28.6% | +2.3% |
| 6M | +4.1% | +22.8% | -18.7% | -2.5% |
| YTD | +8.0% | +15.5% | -7.4% | +2.4% |
| 1Y | -13.7% | +2.0% | -15.8% | -15.2% |
| 3Y | -5.9% | -1.4% | -4.5% | -8.8% |
| 5Y | -8.6% | +30.6% | -39.2% | -20.0% |
| 10Y | +17.3% | +80.6% | -63.3% | -12.4% |
| All | +1,782.5% | +2,341.8% | -559.3% | +480.5% |
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