-0.2%
KMB vs GTLB
-49.4%
+49.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +2.1% |
| 7D | +0.9% | -0.7% | +1.7% | +0.9% |
| 30D | +10.1% | -10.2% | +20.3% | +10.0% |
| 3M | 0.0% | +10.1% | -10.1% | +0.1% |
| 6M | +15.7% | +116.5% | -100.8% | +16.2% |
| YTD | +12.6% | +27.2% | -14.5% | +13.0% |
| 1Y | +10.1% | +8.6% | +1.6% | +10.4% |
| 3Y | +2.1% | +5.6% | -3.4% | +2.1% |
| 5Y | -0.7% | -61.8% | +61.2% | -3.5% |
| All | -0.2% | -49.4% | +49.1% | -2.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling