-14.8%
KMB vs GSK
+31.2%
-46.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.8% | -2.3% |
| 7D | -4.2% | -1.8% | -2.4% | -3.8% |
| 30D | -6.6% | -2.2% | -4.4% | -6.1% |
| 3M | +12.6% | -1.8% | +14.4% | +13.1% |
| 6M | +2.9% | -10.6% | +13.5% | +4.9% |
| YTD | +6.8% | +4.4% | +2.3% | +6.4% |
| 1Y | -14.8% | +30.4% | -45.2% | -18.5% |
| All | -14.8% | +31.2% | -46.0% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling