-14.8%
KMB vs GTLB
+14.4%
-29.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.8% | -2.7% |
| 7D | -4.2% | +11.1% | -15.2% | -3.8% |
| 30D | -6.6% | +37.8% | -44.4% | -5.3% |
| 3M | +12.6% | +61.6% | -48.9% | +15.0% |
| 6M | +2.9% | +98.9% | -96.1% | +7.5% |
| YTD | +6.8% | +32.8% | -26.0% | +7.4% |
| 1Y | -14.8% | +14.7% | -29.4% | -16.8% |
| All | -14.8% | +14.4% | -29.2% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling