+1.6%
KMB vs GSK
+63.2%
-61.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.7% | -1.8% |
| 7D | +0.5% | +1.7% | -1.2% | 0.0% |
| 30D | +12.4% | +7.0% | +5.3% | +10.5% |
| 3M | +1.0% | -2.7% | +3.6% | +1.5% |
| 6M | +12.1% | +1.4% | +10.7% | +11.6% |
| YTD | +11.6% | +5.3% | +6.3% | +10.1% |
| 1Y | +13.1% | +10.6% | +2.5% | +10.3% |
| 3Y | +1.6% | +62.6% | -61.0% | -12.1% |
| All | +1.6% | +63.2% | -61.6% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling