+296.0%
KMB vs GPN
+2,611.5%
-2,315.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.7% |
| 7D | -3.0% | +0.8% | -3.8% | -3.2% |
| 30D | -5.5% | +5.8% | -11.3% | -6.3% |
| 3M | +14.0% | +37.0% | -23.0% | +8.3% |
| 6M | +4.1% | +20.1% | -16.1% | +0.7% |
| YTD | +8.0% | +20.4% | -12.4% | +4.1% |
| 1Y | -13.7% | +7.4% | -21.2% | -15.6% |
| 3Y | -5.9% | -26.1% | +20.2% | -4.0% |
| 5Y | -8.6% | -38.5% | +29.9% | -5.9% |
| 10Y | +17.3% | +28.4% | -11.1% | +3.1% |
| All | +296.0% | +2,611.5% | -2,315.5% | +118.5% |
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