-6.6%
KMB vs GSK
+62.2%
-68.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.2% |
| 7D | -3.0% | -1.8% | -1.2% | -2.6% |
| 30D | -5.5% | -2.2% | -3.3% | -5.0% |
| 3M | +14.0% | -1.8% | +15.8% | +14.4% |
| 6M | +4.1% | -10.6% | +14.7% | +6.5% |
| YTD | +8.0% | +4.4% | +3.6% | +6.9% |
| 1Y | -13.7% | +30.4% | -44.2% | -18.9% |
| All | -6.6% | +62.2% | -68.8% | -17.4% |
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