+312.9%
KMB vs GPN
+2,600.4%
-2,287.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.2% | -2.1% | +1.4% |
| 7D | +0.9% | -5.6% | +6.6% | +1.7% |
| 30D | +10.1% | +13.6% | -3.5% | +7.5% |
| 3M | 0.0% | -2.8% | +2.9% | +0.1% |
| 6M | +15.7% | +38.1% | -22.4% | +9.3% |
| YTD | +12.6% | +19.9% | -7.3% | +8.2% |
| 1Y | +10.1% | +23.4% | -13.3% | +5.2% |
| 3Y | +2.1% | -12.6% | +14.8% | +1.1% |
| 5Y | -0.7% | -26.6% | +25.9% | -0.8% |
| 10Y | +38.5% | +40.4% | -1.9% | +19.5% |
| All | +312.9% | +2,600.4% | -2,287.5% | +127.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling