-12.7%
KMB vs GPN
-46.4%
+33.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.4% |
| 7D | -7.7% | -3.5% | -4.2% | -7.3% |
| 30D | -8.2% | +3.1% | -11.3% | -8.5% |
| 3M | -1.9% | +42.3% | -44.2% | -5.3% |
| 6M | -0.7% | +20.9% | -21.5% | -2.8% |
| YTD | +1.4% | +15.2% | -13.8% | -0.6% |
| 1Y | -19.1% | +5.4% | -24.6% | -20.2% |
| 3Y | -12.6% | -27.4% | +14.8% | -11.2% |
| 5Y | -12.7% | -44.2% | +31.5% | -11.1% |
| All | -12.7% | -46.4% | +33.7% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling