+1,907.5%
KMB vs GSK
+1,765.6%
+142.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.4% | +0.8% | +2.7% |
| 7D | +3.4% | +4.9% | -1.5% | +2.3% |
| 30D | +14.7% | +10.8% | +3.9% | +12.0% |
| 3M | +3.3% | -1.8% | +5.1% | +3.6% |
| 6M | +16.8% | +4.1% | +12.7% | +15.5% |
| YTD | +15.2% | +7.9% | +7.3% | +12.8% |
| 1Y | +13.3% | +14.4% | -1.1% | +9.3% |
| 3Y | +5.4% | +68.1% | -62.7% | -8.1% |
| 5Y | +2.7% | +47.7% | -45.0% | -8.7% |
| 10Y | +38.7% | +100.5% | -61.8% | +13.7% |
| All | +1,907.5% | +1,765.6% | +142.0% | +854.3% |
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