+16.8%
KMB vs GSK
+76.8%
-59.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.1% |
| 7D | -2.7% | -4.2% | +1.5% | -1.5% |
| 30D | -5.0% | -7.5% | +2.5% | -2.8% |
| 3M | +6.6% | -3.3% | +9.8% | +7.5% |
| 6M | +1.0% | -9.3% | +10.3% | +3.7% |
| YTD | +6.0% | +1.6% | +4.4% | +4.9% |
| 1Y | -16.6% | +25.5% | -42.1% | -22.9% |
| 3Y | -8.6% | +49.3% | -57.9% | -21.5% |
| 5Y | -10.9% | +46.7% | -57.5% | -24.5% |
| 10Y | +16.8% | +76.8% | -60.0% | -8.8% |
| All | +16.8% | +76.8% | -59.9% | -8.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling