+1,782.5%
KMB vs GSK
+1,705.8%
+76.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.6% |
| YTD | +8.0% | +4.4% | +3.6% | +6.6% |
| 1Y | -13.7% | +30.4% | -44.2% | -19.4% |
| 3Y | -5.9% | +60.1% | -66.0% | -17.2% |
| 5Y | -8.6% | +46.8% | -55.4% | -18.7% |
| 10Y | +17.3% | +79.2% | -61.9% | -1.4% |
| All | +1,782.5% | +1,705.8% | +76.7% | +801.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling