+13.5%
KMB vs GPN
+28.2%
-14.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -6.5% | -4.6% | -1.9% | -5.8% |
| 30D | -8.8% | -0.3% | -8.5% | -8.8% |
| 3M | -2.2% | +35.4% | -37.6% | -6.4% |
| 6M | +0.7% | +21.7% | -21.0% | -2.5% |
| YTD | +1.0% | +14.9% | -13.8% | -1.7% |
| 1Y | -20.3% | +3.2% | -23.5% | -21.4% |
| 3Y | -13.3% | -27.1% | +13.9% | -11.2% |
| 5Y | -12.9% | -44.4% | +31.4% | -8.3% |
| All | +13.5% | +28.2% | -14.7% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 10y: compounded portfolio wealth divided by compounded GPN 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…
10y analysis · Full analysis span regression · 6 months rolling